Why Can I Not Access My Devices Localhost Over Data?
The clue is in the error message, which says it can't connect to the proxy server. If your device is configured to use a web proxy, then it'll never connect directly to localhost: it connects to the web proxy and asks that for the web page you really want. This won't work with a local web server.

To use a local web server, turn off your web proxy settings. See this related question for more info about that.