I'm using Ubuntu 7.10 and the latest version of Deluge (0.5.8.5) and I've set it up to use proxies when connecting to peers and trackers, but I can see that the proxy isn't being used because
The proxy's bandwidth charts show it isn't transferring as much bandwidth as Deluge
I can see using netstat that my PC has connections open directly to the peers
Deluge also did this with an older version I was using, I think it was 0.5.4.*
I can confirm this with version 0.5.8.6 (ubuntu).
I configured a Socks 5 Proxy with authentication for peer, tracker, dht and webseed . The proxy is being used at first, after some time connections without proxy from deluge are showing up on netstat output!