Hi!
Can it be that this particular website on which you encounter issues is hosted on server which have a better connection to the IP address of your US proxy, but worst to your SG proxy? Usually I would suspect such problem in this cases, because you said that all other sites are working fine through SG proxy.
Do you have any chance to do a traceroute / ping from SG and US to this site (maybe directly from proxy) and compare the timers?
Calin