The no-proxy setting does not affect, which network device firefox uses for connections. The network device is selected by windows network manager (generalized name). Using a proxy will just add one additional server to the route from your computer to the target server. Best way to use a mobile network, is to disable other network devices. (Unplug ethernet and turn off WLAN)
You can also edit network device priorities in advanced network settings:
- Click the Start Button
- Right Click "Network" and then left Click Properties
- From the "Network And Sharing Center" window click "Change Adapter Settings"
- On the "Network Connections" window, press the ALT key on your keyboard to being up the menu bar
- Click the "Advanced" menu and then "Advanced Settings"
- In the "Advanced Settings" window you will see the "Adapters and Bindings" tab and under "Connections" you will see the order they are in, you can use the arrows to the side to move the connection priority up and down.