Thanks @pcarranzav that was very helpful - I found this error when I looked at the log for resin-proxy-config:
Starting Resin proxy configuration service...
resin-proxy-config: Found config.json in /mnt/boot/config.json
iptables v1.6.1: Couldn't load target 'REDSOCKS': no such file or directory
iptables: No chain/target/match by that name.
I believe I’ve got the redsocks file loaded properly:
Although when I look at the /resin-boot directory on the actual resin box after I’ve provisioned it, I do not see the system-proxy folder. Perhaps I’m doing something wrong when modifying the img file? Unfortunately I haven’t been able to get the resin-cli to work while copying files to this directory (see Invalid Volume Signature with resin img) although I can copy over to /splash just fine.