It is also a good idea when diagnosing connection problems to turn on all gateway logging of dropped TCP packets; the problem may be a conflict between csdgw and the proxies over who should be handling the packet, resulting in erroneous TCP resets, or similar; the logging can help detect this, as can the netstat -a command, which shows the kernel's internal connection state tables (and is thus a reflection of the state of cdsinetd and the proxies).
Other connection problems may be as a result of packet filters. If packets are dropped due to cdsgw filters, this will be logged if gateway logging is enabled. To see how packets destined for the kernel are handled by the kernel packet filters (which are loaded from the automatically generated /usr/local/etc/filters script, and customised with extensions in the file /usr/local/custom/filters), run the ipfwtron and the ipfwtroff commands at the start and end of a test.