Seems to be a bug, if you have tunneling enabled it leaks your ip and if you disable tunneling you can't continue to click to next page on some urls, seems to be a bug.
Not that I know of. You'll need to tunnel through the proxy to really check the connection. I either do a proxy checker site to make sure nothing is leaking, or I just do the simple GET request against the site(s) I'm working with/on.
@lymz101 Well, it's a file with data, not an answer in json format, save it to disk and from it already take a random string for example, and then it should be parsed