My iPhone wont show in log of proxy. It wont connect either.
What iPhone firmware version are you using?
What phone? is it jailbroken? if it is a 4s. or 5, and jailbroken, add repo Http://cydia.myrepospace.com/thpryrchn and add Spire. That will allow you to enter your server, then you wont have to mess with DNS's
Also try putting your log level up to see if your iPhone is connecting.