Although CVA uses the IE connection settings and should just inherit any proxy settings accordingly, there have been one or two cases where things just don’t play right. Comodo will, in a future release, move away from IE-specific settings.
The following link may have some pertinent info for you.
It is working though, the other post is having no connection at all (and a popup message, i only had a red X in the status field).
I only had 1 error message on the 3 runs i did to test.
Also my Squid logging shows that the problem is on the Server Side not in the Application.
Error 502