Not sure we understand the setup here, Proxy (http proxy ) then it only intercept the http and https (other if any mentioned)
that is nothing to do with routing of reachability. is the Proxy inline and working in the path in and out ?
BGP - i take this as BGP routing protocol right ? Do you have any rough diagram for us to understand the correct paths
when i am routing i can t ping proxy and some @ip dns
this can be Firewall dropping if the firewall in path, Proxy not do anything this.
Troubleshoot :
1. make sure we have path visibility
2. make sure you able to do DNS nslookup using that DNS (that means only DNS 53 port allowed, not ping (any firewall in the path)
3. traceroute help you where the packet drop take place.
4. you you exchange route using any dynamic routing protocol, make sure they aware of the each other route visibility.
