Instead of changing the DNS server options, connect to the server via IP address and preventing any forms of scripting (Java, Flash, etc.) from running (best done with an add-on/extension). See what happens.
Was the proxy that you ran installed locally on the computer or just a simple web proxy? An installed proxy will change the port you're using to connect, a web proxy won't. Similarly, if you ran your traceroute from your computer, try running one from a website (Google it), or vice versa if you used an online traceroute.
Lastly, did you change the DNS server in your router configuration or in the adapter configuration on your computer?