What is causing proxies and firewall problems when connecting to internet?

Make a New Location, Using network locations in Mac OS X ...

System Preferences>Network, top of window>Locations>Edit Locations, little plus icon, give it a name.

System Preferences>Network, click on the little gear at the bottom next to the + & - icons, (unlock lock first if locked), choose Set Service Order.

The interface that connects to the Internet should be dragged to the top of the list.

Sys Prefs>Network>highlight the Interface you're using>Advanced>TCP/IP>Configure IPv4: Using DHCP.

If using Wifi, instead of joining your Network from the list, click the WiFi icon at the top, and click join other network. Fill in everything as needed.

System Preferences>Network>choose interface>Advanced>Proxies Tab, make sure none are set, like for HTTP & HTTPS.

System Preferences>Network, unlock the lock if need be, highlight the Interface you use to connect to Internet, click on the advanced button, click on the DNS tab, click on the little plus icon, then add these numbers...

8.8.8.8

8.8.4.4

1.1.1.1

9.9.9.9

Apply.

What happened when you booted in safe mode?

What third party apps did you install that claim to clean, protect, manage, etc.?

What happened when you uninstalled these apps?

What exactly happens when you try to connect to the Internet?

Did you install any third party apps that claim to protect, manage, clean, etc.? If so, uninstall these apps. Try booting in safe mode to see if the issue clears up.

Super, take care my friend! :)