Proxy server not working with Dreambox

Anyone could tell why I cannot access the internet via an external Proxy ?
I have a Dreambox 7020 (no matter which is the image) and the Proxy option is (apparently!) correctly configured
Doing some troubleshooting I see that DNS requests (beginning any internet access) are sent to the port 53 (as if Proxy Server option is off) instead of 8080 (as configured).
This seems to be not correct unless on the PC where the Proxy Server is running is present also a DNS Server, which normally is not the case.
A lot of thanks