SOCKS proxy

adware/malware:

Adware Removal Guide—Manual removal of : http://www.thesafemac.com/arg-identification/

or

Try running this trusted utility https://www.malwarebytes.com/mac/

also Verify you are not using SOCKS proxy:

>System Preferences>Networks>Advanced>Proxy uncheck the box

Proxies are typically used as a Virtual Private Network gateway. These are typically used to access machines remotely through a secure tunnel, and configured in Apple menu -> System Preferences -> Network -> Connection port selected, and hit the Advanced button. If you don't need a proxy, remove and/or turn it off.