Seems that you configured link transformation in Start URLs section, but the scripts doesn't work for me :
***Error compiling script***
***Error running script***
A network-related or instance-specific error occurred while establishing a connection to SQL Server. The server was not found or was not accessible. Verify that the instance name is correct and that SQL Server is configured to allow remote connections. (provider: Named Pipes Provider, error: 40 - Could not open a connection to SQL Server)
With the proxy switch issue, can you please try 'Ignore page load error' = true in Project > Project options > Advanced tab > Action section? sometimes, page can be loaded properly but target site only returns error code.