I also have been having problems with portproxy, but with ipv4<->IPv6.
It seems that even when I disable the firewall the connection is not allowed BUT after a reboot, with it disabled, it seems to take, then I can re-enable and all seems fine.
However after a couple of days when I try again to use the connection, I have to repeat the process for it to work.
I am looking into it but cant quite figure it out.
I have just noticed that after a couple of days of it working, I have just had to reset my machine and again it has stopped working. I am connecting remotely and don't want to reset again so I am trying to track down the problem just now.
My spidey IT sense thinks that it might be something like the dll that handles the portproxy (NETIOHLP.DLL I think), might be loaded someplace when the firewall change is made, and the reset causes it to be reloaded with the new config, thus curing the problem.
(i'm pretty sure what I just typed made no sense but I will continue cos the problem is driving me barmy.)