Badges are per tab and if a tab uses a proxy, it shows. Some tabs are loaded from the browser cache and there were no net-requests made from that tab.
However, if there is an issue, please post the details to the support for further investigation.

As explained in the included Help, patterns are only used in "Proxy by Patterns". Selecting an individual proxy would pass everything via that proxy.

The server list is an auto-fill helper to fill type, hostname and port. Extensions do not have direct access to other applications running on users computer.