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OK thanks. I guess I should have just tried that first but it didn't seem logical.

I have read the other posts and still don't quite get it.

I have access to a server. I click bounce and check the logs. I see that the proxy entry is there.
I then connect to the server in the mission data but I am directly connect and see my own IP address in the logs once connected.

Can you take me through step by step? I had assumed that if I bounce to a server, then connect to another server then the connection would start from the bounce server but this doesn't seem to be the case.