Bruno, just to avoid issue's with localhost... can you try to replace the url of the cgi to http://hostname.domain.xx/....... (or http://ipaddress/....) instead of localhost and see if it then works ? I don't see anything strange in your config and I checked with my installation (which had a url pointing to the server name..) and connecting via the proxy to localhost seems to work fine. But maybe testing with the servername will lead to the right direction.
Cheers, Johan
