@SimonTrockel maybe we can try a few things on the device to see where the problem lies.
A few things that come to mind are running curl google.com, curl https://google.com, and the same using IPs: curl 54.164.253.112 and curl https://54.164.253.112 - those will give us some idea on whether HTTP / HTTPS / DNS work at all.
Is it possible the proxy also listens on port 443? (Since we’re trying to do HTTPS proxying, it sounds reasonable). If it’s at all possible, I’d also try setting the port option in redsocks.conf to 443.
Also journalctl -u resin-proxy-config and journalctl -u redsocks might give us more information.