A common problem is a sticky URL where your browser is adding https://ezproxy.gc.cuny.edu/login?url= to URLs even if you're not accessing a licensed resource or attempting to access via the Graduate Center Library. This is because when Zotero detects a URL that was configured to be proxified it will automatically use the proxy for matching URLs.
To suppress this behavior:
Access the Zotero Connector Preferences:
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Firefox: Right-click on the Zotero save button and choose Preferences
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Chrome: Right-click on the Zotero save button and choose Options
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Safari: Right-click on the page background and choose “Zotero Preferences”
Scroll down to Proxies

Either disable Enable Proxy Redirection by unchecking the checkbox (Zotero's proxy redirection is enabled by default)
-or-
Specify the exact Hostnames that you would like to add proxification to. For example, in the following screenshot, I am only allowing Zotero to automatically use the proxy for the matching URLs (jstor.org and abc.com) in the future.