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TR closed. This issue was affecting an obsolete version of NoMachine. 
At the moment more kind of proxies are supported so to avoid this issue users can choose another proxy without username and password or a preconfigured HTTP.
More information about proxies support extension is available here:
https://www.nomachine.com/backend/features/view.php?fr_id=5069&id=FR03M02881
Automatic detection of proxy settings and using them to connect

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When the user sets up a connection via a HTTP proxy and chooses not to save the proxy password, the client doesn't ask for the password at the next run but fails with this error: 

Could not connect to the server Error is 111:

Connection refused

A temporary workaround is to edit the connection settings, access the Advanced panel and enter the password in the HTTP proxy settings.