Proper Certificate To Use For Proxy

[hell bomb]

OK, I am having an issue figuring out what is the "proper" certificate creation process to use. From my understanding the optimal way to create certificates in an IT environment is to create a Certificate Authority certificate. That is the certificate that all other cerificates are then created off of including my SSL intercept certificate.

I created a CA certificate. Named ORG-CA
Next i created a Intermediate Certificate named ORG-Proxy with the CA certificate ORG-CA as the parent CA certificate.
Then I imported the ORG-CA certificate into my windows 10 Trusted Root Certificate Authorities group.
Lastly, I set the system proxy.

IE and Firefox and working like a champ, however other applications are not working as expected, is this not the proper process?

OS = Windows 10