Ziqian,
are you providing the correct proxy details? also, make sure that you can authenticate to the proxy?? are you able to trace the proxy call with your network team? they can tell you whether or not the proxy call was successful or even if the credentials you used for your proxy were successful.
so in a few steps you should check about
1) proxy credentials
2) proxy call
3) proxy outbound rule / origin of call
4) hcp destination for outbound call