Connected state & Proxy mode

Hi,
I have problem with “issues” when i change to other ip or change password, I still received connected state. But after check connection will be shown internet unavailable. Can you tell me about that.
I using last version from Google Play.
And one more thing about Service mode is Proxy Only. There an error " Fail to detect internet connection: Malformed reply from Socks server.

This is expected behavior