I recently was testing different proxies ("vpn"...) extensions on FF, and I realized that sometimes, while launching and just after, the browser was able to perform some direct internet conections, bypassing the proxy extension in use.
This is quite bad, because this allows some kind of correlation attack defeating the privacy/anonymity purpose of proxy usage.
This behavior is linked to a 4 year old FF bug.
But there is a workaround to this issue, consisting in setting up a "proxy kill switch": Settings -> Network settings and here, define a fake local proxy (such as 127.0.0.1: <random non used port>).
So, before the proxy extension kicks in, all internet connection will be blocked and no leak bypassing the proxy will happen.
I have not tested whether the same issue appears on Chrome.
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