Zsh completion on the second command or after an alias?

I have changed my OS X Yosemite shell to Zsh and configured with "oh my zsh" plugins, recently i installed proxychains-ng to proxy command line tools, but i found zsh completion does not work on the command after proxychains4, like

proxychains4 wget [hit tab], will not come up with wget's options
proxychains4 gi[tab], will not come up with "git"

And zsh does not work on command after alias either,

alias proxy="http_proxy=http://127.0.0.1:12345"
proxy brew[hit tab], will not come up with brew's subcommands

there will be no completions for command and it's option. Any idea? thank you.