I'm using a wifi network that contains a proxy. I am using proxydroid to run the proxy for all applications on my Android phone. But sometimes I am not able to download media on Whatsapp. How can I use a proxy for Whatsapp and other applications with no restriction?
As mentioned in the WhatsApp FAQ:
WhatsApp is not designed to be used with proxy services, so we cannot provide support for proxy configurations.
There are many other apps that have this restriction and hence many other applications may have issues functioning properly with proxy servers.
In that case that proxy is blocking WhatsApp. I can confirm because I am in the same situation, while being on corporate network WhatsApp can't even recieve or send messages.
This is not an issue in WhatsApp or a general bug, its just blocked by your network administrator. You can try with VPN, but depending how that VPN works it might also be blocked by the network (ports that VPN uses for connection).