It is not the fault of the proxy, but rather with the bittorrent app that isnt programmed properly.
You have several options without using a proxy to prevent the occasional VPN drops that will happen with any VPN:
The following uses Windows firewall to block your bittorent app from using the internet (in or out) unless it is through the Public network (which is your VPN as you shouldnt place your VPN network as private): http://practicalrambler.blogspot.co.uk/ ... s-use.html
http://checkmytorrentip.com/# go to FAQ #4, to manually remove the route to the router after you connect to the vpn. But the drawback is that you no longer have a route to the router meaning no file/printer sharing with the rest of the network, and if you forget to put the route back into netstat then you wont have internet after disconnecting from the internet. This method is 100% effective provided you remember to use it.
You also have the option of trying to use your non-windows firewall to allow connections for the bittorrent app to anything other than your local area connection ips, if you can get it working. Commodo doesnt seem to work properly for some rules for some reason.
You can skip VPNetMon as it doesnt close the app in time if the VPN drops, and will expose your ip for a few secs after the drop. The VPN Kill Switch feature in PIA doesnt seem to work consistently either. I suggest the first 2 things I mentioned above for security.