Shadowsocks Windows Client System Proxy -> Global not working


I have my own Shadowsocks-libev proxy running in a cloud VPS, and I am able to connect to it using Firefox browser with no issues, but I am still not able to make it a global proxy for Windows 10. I am not sure if I am configuring the client it the right way though. Pls let me know if I am doing something wrong.

What I am trying right now is just enabling the System Proxy -> Global check mark. To my understanding, that should make Shadowsocks the global Windows proxy so that all browsers start using it by default? As of now, when I am turning that option on, I am seeing the Shadowsocks icon in the Windows system tray turn blue, but the web site is still showing the original local IP address unchanged by the proxy. Is that expected? The same site is showing the proxy nor the local IP address in the case when I am setting Shadowsocks as the manual proxy for Firefox