Resolve server through proxy

Hi
I'm using this in my configuration

tunnel 9999:AAA.BBB.CCC.DDD:9999

and I want to use this

tunnel 9999:mydomain.com:9999

but I can't connect using the domain.
The domain only can resolve with the proxy (not with my local dns) and I
have it configured

httpproxy myproxy:3128

Any idea why I can't connect?

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