I'm using DD-WRT v3.0-r30700M kongac (09/27/16) and I used privoxy for a few days but disabled it again because it resulted in connection errors for some applications.
Somehow Nuget is still trying to connect via the proxy and cant load any packages, the resulting error message is:
[nuget.org] Unable to load the service index for source https://api.nuget.org/v3/index.json.
An error occurred while sending the request.
Unable to connect to the remote server
No connection could be made because the target machine actively refused it 192.168.1.1:8118
Browsing in chrome works though, and afaik there is no proxy enabled in devenv
Seems like this fixed my problem, setting ipv6 enabled to false in the file C:\Program Files (x86)\Microsoft Visual Studio 14.0\Common7\IDE\devenv.exe.config
<system.net>
<settings>
<ipv6 enabled="false"/>
</settings>
</system.net>