interesting, that this happens to others also.
I am currentling investigating this with SAG Support for Designer 9.5 SP1.
I (and my colleagues) are switching between Native and Manual as we want to keep the possibility available for installing enhancements like subversion or jbehave.
Native Proxy is declared by our company using a PAC script, where as Manual is configured by us.
When using Manual, we are able to connect to our IS´s but not to MWS Admin (DataProvider). Publishing works meanwhile but is very slow.
When using Native, the MWS Admin (DataProvider) works, but now we are no longer able to connect to the IS´s.