Android doesn't connect to proxy server In the past I could connect to a proxy by entering the proxy's settings in the APN settings or Wireless settings.

However, now android seems to ignore my set proxy - after hitting Save it disconnects from 3G for a few seconds (I have no internet access), and then it connects again as usual.

To check it I also set a fake proxy (fake address/port) and it doesn't fail to connect - it just ignores my settings.

I have Android 5.0.2, so I tried to find some info about lollipop having this issue but with no luck. Maybe someone can confirm it, or has some sort of a solution?
Looks like the issue isn't related to Android itself, but to apps installed: I had ESET Smart Security (antivirus) installed with a firewall - and the firewall blocked (or ignored) my set proxy. Disabling the firewall solved the issue.

I'm posting it to help other people facing the same issue.