Traffic to proxy gets blocked

[SamBox83]

Hi everyone,
I have a weird issue: I am using NAT to route HTTPS traffic to the proxy. Now that works, but the firewall seems to be blocking traffic to it under the "default rule" instead of letting it trough to the proxy server as configured. See screenshots below.
Why does it not work? I thought the rule created by the NAT should be enough, but even with my own rules i still get that error. Rebooting didn't work either.

As a side note:
I did an update to the newest version yesterday and just realized that one application (Spotify) was not working properly on my network anymore. So I am not sure if the issue persists longer or just since the update because I didn't check it before.