We examine the influence of the superconducting proximity effect on the transport properties of a T-shaped double quantum dot strongly coupled to two normal, nonmagnetic or ferromagnetic leads. We show that the two-stage Kondo screening may be suppressed or enhanced by the presence of pairing correlations, depending on the specific geometric arrangement of the device. We explain our results by invoking effective decrease of Coulomb interactions by proximity effect and find qualitatively correct description in many cases, although spin-filtering effect stemming from spindependent Fano-Kondo interference occurs to be surprisingly fragile to the presence of induced superconducting pairing correlations. The results are obtained within the numerical renormalization group framework in the limit of large superconducting gap, which allows for a reliable examination of the low-temperature sub-gap properties of the considered system. Nevertheless, finite temperature effects are also taken into account. arXiv:1804.08270v2 [cond-mat.mes-hall]