I believe i can remember that version 4 was able to reconnect after a little warning with/without given proxy when failed in first try. This feature would be a good one for version 5 too, because i am using suite at home and in the office (with proxy). For the time beeing i have manually to set/unset proxy checkbox first.

Also it is not possible to use a proxy based on server authentication like ISA server, even filling correctly user and password it cant connect.