I like your way of thinking, and it’s an exciting idea to run a dedicated server inside a virtual machine. It seems to me that if everything is configured correctly, it should work. The error may be in the wrong proxy server. I recently started using proxy server online, which was much more convenient than my old proxy. You can also read how to set up a match properly, and the problem may be with the client port. Here it would help if you thought to find the problem.
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