Basically, if you have a proxy set, your HP votes the way the proxy votes. If you vote differently, your vote doesn't count.
To make it count, you need to remove/change the proxy. The advantage of the proxy is that you aren't bothered by Hive governance votes (for witnesses or proposals). Someone else has this responsibility. The disadvantage you just experienced. I prefer to not use proxy, except among my own accounts, to only vote with one account, and the others to follow the same vote.
If you want to remove your proxy, I explained it in a previous reply. Let me know if you have issues. There are multiple ways to do it, including from Keychain or other interfaces.