Many users report that their proxies are "not working", but in actuality it is a server or user-error that is the cause of it. If you see the proxy IP at whatismyipaddress.com then you know you have set it up correctly.
The video below shows step by step on how to replicate this. If you setup your proxies correctly and were using the proxy I use in the video, you would see 126.96.36.199. If you do not see your proxy IP address on your screen - then you have not setup your proxies correctly.