As you can see on below screenshots, eclipse and Android SDK Manager (and other Java programs) are trying to connect to a IPv4 Internet IP via IPv6 TCP/IP stack while Proxifier (a proxy manager program, nevermind) can not support that.
How I can disable IPv6 in Java?
I wanted to use this for some program I hadn't control for running that Java app so ended with this _JAVA_OPTIONS=-Djava.net.preferIPv4Stack=true
environment variable. (read about _JAVA_OPTIONS here)
If you are using Windows, just run this command on Windows cmd:
setx _JAVA_OPTIONS -Djava.net.preferIPv4Stack=true
Thanks to Jason Nichols for reminding this JVM argument :)