Apple introduces System Integrity Protection (SIP) as a security feature for OS X El Capitan (10.11), which prevent ProxyChains-NG working as before, you have to disable SIP to make it work:
- Reboot your Mac into Recovery Mode by pressing command-R
- Open Terminal and type
csrutil enable --without debug:
$ csrutil enable --without debug
$ csrutil: requesting an unsupported configuration. This is likely to break in the future and leave your machine in an unknown state.
$ Successfully enabled System Integrity Protection. Please restart the machine for the changes to take effect.
Just ignore the warnings and then restart your Mac.