On top of the suggestion by @amy.blais, I would also like to confirm if you have the DEBUG log level enabled as well. Two ways of checking and ensure that it is set correctly:
From the UI via System Console > Logging > File Log Level
Once confirmed, run tail -f /opt/mattermost/logs/mattermost.log on the Mattermost terminal backend to capture the log snippet specific to the time when you reproduce the issue, whenever you attempt to save a setting and share the snippet here with any sensitive information removed.
Besides that, can I also check if the problem is also reproducible when you bypass the proxy (direct connection to Mattermost)?
That will help to shed some light on this issue for a start. Thanks.