> The connect() function doesn't work. The connection is refused. So how can
> I check if port 8888 (tinyproxy listens on it) can send out http request?
Test first whether you can reach any Internet hosts at all with commands
on the proxy host. Simply put: if they work, the problem lies with
tinyproxy, if they do not work, your firewall setup is too strict.
In case you have a 'Bind' directive in the tinyproxy.conf, try removing it
or replacing it with
where $EXTIP is the IP adress of eth0 (your external interface, I presume)