Using the Tor Browser setting stopped working recently, and I was unable to get it working. There aren't any options in the DarkMX settings menu that work at all.
So I tried setting up I2P Network using the standard I2P (not I2PC) to connect.
After an hour of trying, DarkMX wouldn't connect to anything using I2P.
All of the networks kept showing as "Finding descriptor" and then eventually retrying.
When I gave up and set DarkMX back to "Use built-in Tor client", DarkMX no longer connects. As if the built-in Tor client stopped working but DarkMX still runs (without any connections).

I've tried every proxy configuration I could, but nothing allows it to connect to anything.
I tried re-installing DarkMX, but that didn't fix the problem.
I removed I2P, Tor Browser, and everything else. That didn't fix the problem.
My internet works fine without going through a proxy.
The Tor Browser worked just fine when surfing.
I2P was able to make connections just fine, and everything other than DarkMX worked (the apps that come with I2P).

Right now, the settings in built-in tor client show as 127.0.0.1 with port 9150. I haven't messed with those.

What OS and version of DarkMX?
Have you tried no proxy with the built in TOR client?