Summary of my private reply to Andreas for the record:
1) I only use FTP backends
2) Yes all apt-get clients ran flawlessly before the upgrade with
apt-proxy and Twisted in Sarge. Actually I upgraded to Sid due
to other reasons and I'm not sure I will downgrade as there are
core packages which I need to be newer than in Sarge or Testing
without pinning etc.
3) I can imagine apt-proxy having other bugs which only surfaced now
in Sid and with the new Twisted
4) I may turn on debug logs and try again