Your proxy does not support port forwarding and or your have not port forwarded through your proxy properly.
Now if you are actually using a proxy (as opposed to a true VPN) you are not going to be able to port forward at all. At least I have never heard of a proxy that actually allows you to port forward.
If your torrenting ports are not forwarded you will never get anything other than yellow. Because without forwarded ports you can never initiate a connection to another peer. If you can not initiate a connection to another peer you can not get that green status symbol.
I do not know how you forwarded your ports in uTorrent but one of the more common methods is to us uPnP (universal Plug n Play). I do not use proxies/VPN personally . . . but to the best of my knowledge the vast majority (if not all) do not
support uPnP. You are going to have to do it manually.
If you want to be connectible and you want to keep your real IP address hidden you need a VPN not a proxy. You will have to pay for a VPN but they are pretty reasonable . . . in the neighborhood of $5 - $10 a month. Just make sure the VPN you choose supports port forwarding and allows torrenting . . . because not all of them do.
If you need help choosing a VPN . . . here is one of the generally accepted best articles about choosing a VPN for torrenting:
Once you choose a VPN. That VPN should be able to help you get connectible. They will have articles, tutorials, direct support, whatever to help you out.