I have tried what the OP has tried, list functions such as get index and list contains aren't working as expected, it doesn't let you search the whole database for a string(it returns false / no result) nor select records by criteria.
Use the filter in the "Select Records By Criteria" action
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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.