Loopback is one of the built-in rules and is allowed by default. You cannot change or edit any of the built-in rules. I am using Avast AV here which does a proxy type thing and it seems to be working fine. When I load my browser I get a prompt asking for permission for Firefox first, and then also the Avast web shield, so nothing is getting out on port 80 thru Avast without getting checked by Filseclab. I don't know if Proxo is any different, but it should work as well.