Why can't I run app in appium along with proxy in Android Virtual Device?

Question

Python

(I entered these tags, since I don’t see a tag for this question, please don’t hit) I
launched the android emulator through Android Studio, in the Settings -> Proxy tab I set dynamic proxies with a change every 90 seconds (if it’s important)
I also raised appium and wrote this script:

from appium import webdriver

cap = {
  "platformName":"Android",
  "platformVersion":"9",
  "deviceName":"Android Emulator",
  "app":"C:/Users/neev/project/***.apk"
}

try:
  driver = webdriver.Remote("http://127.0.0.1:4723/wd/hub", desired_capabilities=cap)
except Exception as e:
  print(e)

input()

The application starts in the emulator and after a while it closes with the following error:

Message: An unknown server-side error occurred while processing the command. Original error: Could not proxy command to the remote server. Original error: socket hang up
Stacktrace:
UnknownError: An unknown server-side error occurred while processing the command. Original error: Could not proxy command to the remote server. Original error: socket hang up
    at UIA2Proxy.command (C:\Users\neev\AppData\Local\Programs\Appium Server GUI\resources\app\node_modules\appium\node_modules\appium-base-driver\lib\jsonwp-proxy\proxy.js:274:13)
    at processTicksAndRejections (internal/process/task_queues.js:85:5)

Traceback:

Traceback (most recent call last):
  File "D:\f\main.py", line 10, in <module>
    driver = webdriver.Remote("http://127.0.0.1:4723/wd/hub", desired_capabilities=cap)
  File "C:\Users\neev\AppData\Local\Programs\Python\Python310\lib\site-packages\appium\webdriver\webdriver.py", line 273, in __init__
    super().__init__(
  File "C:\Users\neev\AppData\Local\Programs\Python\Python310\lib\site-packages\selenium\webdriver\remote\webdriver.py", line 268, in __init__
    self.start_session(capabilities, browser_profile)
  File "C:\Users\neev\AppData\Local\Programs\Python\Python310\lib\site-packages\appium\webdriver\webdriver.py", line 364, in start_session
    response = self.execute(RemoteCommand.NEW_SESSION, parameters)
  File "C:\Users\neev\AppData\Local\Programs\Python\Python310\lib\site-packages\selenium\webdriver\remote\webdriver.py", line 424, in execute
    self.error_handler.check_response(response)
  File "C:\Users\neev\AppData\Local\Programs\Python\Python310\lib\site-packages\selenium\webdriver\remote\errorhandler.py", line 247, in check_response
    raise exception_class(message, screen, stacktrace)
selenium.common.exceptions.WebDriverException: Message: An unknown server-side error occurred while processing the command. Original error: Could not proxy command to the remote server. Original error: socket hang up
Stacktrace:
UnknownError: An unknown server-side error occurred while processing the command. Original error: Could not proxy command to the remote server. Original error: socket hang up
    at UIA2Proxy.command (C:\Users\neev\AppData\Local\Programs\Appium Server GUI\resources\app\node_modules\appium\node_modules\appium-base-driver\lib\jsonwp-proxy\proxy.js:274:13)
    at runMicrotasks (<anonymous>)
    at processTicksAndRejections (internal/process/task_queues.js:85:5)

When I remove the proxy, everything is fine, no one knows what could be the problem? Googled and couldn't find anything similar.