I just noticed your post just now. Hopefully I understand your problem correctly. If so...
I believe there's a minor bug in the HttpSettings() wizard that requires a Username and Password for each proxy. If either is absent from a given proxy, the wizard simply discards the entry.
When using the wizard to add proxies (in bulk or individually), include temporary usernames & passwords such as:
Once inserted into the cell, simply edit the resulting function to replace each instance of "user","password" with "","". You'll end up with something like this:
I hope this helps!