Hello,
I still can't reproduce the issue. I'll try to be more specific and hopefully we can come up with the root of the cause. I have the following questions.
1. What version of macOS are you using?
2. Do you have problem with Little Snitch or macOS built-in firewall?
3. If it is Little Snitch, can you send me its version?
4. If it is macOS built-in firewall, what are your settings?
What you can do for now is to try and "Deny" the incoming connections to the proxy. I suppose it should not block our local redirected connections and we really do not want to get any connection from outside. After you do that, please try whether you can browse Internet or not. If you can, I suppose there is a permanent way how to set the "Deny" option so you do not get bothered anymore.
If you can't use the internet, than try to find a way how to permanently "Allow it". Although we keep open ports, any connection that was not redirected from our driver is automatically rejected so you should not be in any security risk.
Best regards,
Jakub