как может подключить от клиента к SQL-серверу 2008 через прокси

OK, so the path is:

client --> CCProxy --> SQL Server

Right?

First step is probably to use telnet to walk the walk:

On proxy box:

telnet sql-server-host 1433

(Or whatever your sql server port is, if not sure, check errorlog on sql server to see what port it is listening on)

If that telnet connects, the next step is to telnet from client to ccproxy, which should cause connection to go through ccproxy to sql server.

This should help surface where the issue is.