Most likely the used proxy server is an HTTP proxy server (also called Web Proxy server). This means effectively that you can only make HTTP connections (which is a TCP based protocol).
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Install the app: WiFi WPS WPA Tester or AndroDumpper..
It has the latest compiled wpa_cli binary..
You can get the binary from the app's data from /data/data, and you might push it to /system/bin/ or ...
Right click on the Start button and click on Command Prompt(Admin).
Type the following command to check for Hosted Network feature:
netsh wlan show drivers
If Hosted network supported: Yes, ...