KRelay Error

How can I fix this?

The only plugin there is famebot v3

This is most likely the policy file/cross-domain issue. Start by connecting to a regular server, then you should be able to connect to the proxy server. You should only have to do this once. You might also want to make sure the client is in a trusted location. As in, right click and go to global settings and make sure you add your client to the trusted locations.

Report back if either of those failed to fix the issue.