Please refer to the following video:
The problem I've noticed here is that I am unable to connect when restarting the client in quick succession. This usually requires restarting the client two or three times, but sometimes occurs when restarting the client as little as once. I am able to reproduce this behaviour 100% of the time.
I never experience this upon the first attempt to start the client. The problem goes away either after waiting ~10 minutes or restarting my machine. This only began happening once the VPN/proxy measures were introduced.