Using a Generic Proxy forces it to use Passive Mode connections.However, if you need to use Active mode FTP connections then FTP Proxy should be configured.
Click Edit – Settings from menu to open the FileZilla client settings. Expand FTP in the leftpane and click “FTP Proxy“.In the rightpane, select “custom” under “Type of FTP Proxy” and enter the following format specifications:
USER %u@%h PASS %P ACCT %w
Once done, enter the IP Address/Hostname and of the Proxy host (if it is not listening on the standard TCP/21 then provide the prot number along with the IP address or hostname, ex: proxy:8085) then the user (username@domainname where domainname is name of the Windows Domain, if it uses WSSO or Intergrated Windows Authentication) and the password (domain password if using windows domain name as above)
This should set the configs appropriately. To check if the connection works OK, try connecting to the external FTP server and you should be able to first connect to the BlueCoat proxy where it first issues a Welcome message as in the following screenshot before it connects you to the remote FTP server.
This should help!