Need help with proxy settings, I can only surf on the web, other internet services are not working

Hi,

I am now visiting colleagues in a place where their wifi network requires to configure a proxy. I've got the server address, port number, and credentials, all good.

But then I manage only to surf on the web, all my mail accounts appear offline, I cannot see the outside world from a terminal window, VPN connection (with Forticlient) also doesn't work. After some googling, I've read that configuring the proxy in the system preferences should work system wide, but it doesn't seem to be the case.

In addition, I keep getting pop-up windows from various programmes or services (e.g. nsurlsessiond, but also many others), asking for my "login" password, and even after entering my password and clicking "always allow" the pop-up comes again and again...

What am I doing wrong here?