You can check the proxy settings by going into System Preferences > Network > Advanced > Proxies and viewing the Web Proxy (HTTP) and Secure Web Proxy (HTTPS) protocols.
Both proxies should be configured with the same settings as seen in the below images. Manually adjust them if they are not correct.
These two proxy settings should both be active (ticked) when Jaksta monitoring is ON and deactivated (unticked) when monitoring is OFF. If you toggle the ON/OFF switch in Jaksta then you should be able to see the proxy settings go on and off at the same time.
If they are active when Jaksta is not running or monitoring is not active then the internet connection will be broken, and they will need to be manually unticked to restore the connection.