Docker Dependency Proxy not caching

I am getting regularly build failiures due to

dial tcp: lookup production.cloudflare.docker.com on x.x.x.x:53: server misbehaving

I have to retry the job every time this happens, until the error eventually disappears.

So I activated the dependency proxy in gitlab.rb, also activated it in the group settings. I also changed all images in the pipeline to

services:
    - name: ${CI_DEPENDENCY_PROXY_GROUP_IMAGE_PREFIX}/docker:20-dind
      alias: docker

or

services:
    - name: ${CI_DEPENDENCY_PROXY_GROUP_IMAGE_PREFIX}/mariadb:10.3
      alias: mariadb

so that gitlab-ci is retrieving the images through the proxy.

This works so far. But the images do not seem to be cached. I am also still getting the server misbehaving message often.

Having a look into the dependency proxy in the group I can only find 1 Blob. There should be at least 4 images cached.

Any hints what I am doing wrong here?

On premise GitLab 13.12.4-ee