If you're not directly connecting to a site, because you're using a proxy/VPN, then your computer doesn't necessarily have the IP address of the server you're indirectly connecting to. Effectively, anonymizing your location via a proxy/VPN goes both ways, and Flagfox simply can't have the information needed to look up the site for you. There's currently no way around this, though it might be possible in the future.

The label for the location in the tooltip for Flagfox does not use the word "country" in either English or Chinese. The political distinction between an independent region and a country is not generally made in Maxmind's location data or Flagfox. For example, Taiwan is separately listed from China, but also Puerto Rico is separately listed from the United States.