My feed is not redirecting to FeedPress.

If you think that your redirection is well configured, check that you don't have an active cache system like CloudFlare. If you do, don't forget to add your feed URL to your CloudFlare page rules as well as make sure that your security settings default to low. Higher security settings may interfere with fetching your feed properly.

Note: The main issue with proxies like Cloudflare is that FeedPress doesn't get HTTP hits directly, meaning you may lose some information about your readers/listeners (and probably some subscribers count, even if they're still refreshing the feed as usual).