Hmmm.... do you have a direct connection to the internet? and you DO mean proxy server on YOUR end right? (and not the apache proxy server)?
Are you loading content off a mysql server? That could be timing out.
Most proxy servers will displayed cached content (even for dynamic sites), so maybe your script DOES have a timeout problem and the proxy is just showing an old page.
in any case, put breakpoints in your program, or better yet, log breakpoints to a txt file. If you don't know what i'm talking about, a breakpoint is a point in the code where the code temporarily exits and returns debugging information. But we don't want it to exit. Instead, at certain points in the program, open a simple text file and append a message containing a word or number that describes the position of the program.
Now run the program and examine your log file. If it went through all the breakpoints till the very end, your program doesn't have any faults: it's the browser's or internet connection's problem.
-sridhar