Hello again, @Shahbaz-Khan 😀
Proxychains is a wonderful, yet mysterious product for sure! I will do my best at giving you a useful answer.
If you're following my example, you'll remember that I have a network setup similar to this...
To get the ability to use proxychains for nmap or RDP, I have to enabled dynamic port forwarding when connecting to a compromised target using SSH.
This will forward the proxychains requests destined for the 192.168.0.0/24 network through your SSH connection to the compromised machine. The compromised host will actually be the device to make those requests on your behalf. So if you don't have that setup, you won't be able to connect to any machines on the other side of the target.
Also, I think with nmap you will need to make sure your scans are Full Connect scans, (the -sT option in nmap), or nmap scans can break or be SUPER slow.
I hope that helps you out.