Proxies and oxfordmusiconline

I'm having trouble adding items from Grove Music, at oxfordmusiconline.com. I teach at Duke and study at the U. of North Carolina in Greensboro, and everything's fine when I'm actually on either institution's network. When I'm off-network and using a proxy to access Grove, I get "Could Not Save Item." I've tried both Duke's and UNCG's proxies, and tried deleting and manually adding them again, no luck. Any help?

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