Thanks, I found out that it was GET that I was supposed to use -

Which actually only makes me more confused.

I made a textbook example code to try and make it work, but unsuccessfully and I have no idea what's causing the issue.

Code:
alias DotaBuff {  
  echo -ag DotaBuff Alias
  if ($sockerr) echo -ag $sockerr alias
  sockclose DotaBuff
  sockopen DotaBuff www.dotabuff.com 80
}

on *:sockopen:DotaBuff: {
  echo -ag DotaBuff Sockopen
  if ($sockerr) echo -ag $sockerr open 
  sockwrite -n DotaBuff GET /players/35434359 HTTP/1.1
  sockwrite -n DotaBuff Host: www.dotabuff.com
  sockwrite -n DotaBuff
}

on *:sockread:DotaBuff: {
  var %r
  sockread %r
  if ($sockerr) echo -ag $sockerr read
  echo -ag DotaBuff Sockread
  if (*Win Rate* iswm %r) { 
    echo -ag found it!
    tokenize 32 %r
    echo -ag Win Rate: $noHTML($1-)
  }
}

on *:sockclose:DotaBuff: { 
  if ($sockerr) echo -ag $sockerr close
  echo -ag DotaBuff Sockclose
}


Which is just this code re-made to my interest.
Code:
alias Zigwap {
  echo -ag Zigwap Alias
  if ($sockerr) echo -ag $sockerr alias
  sockclose Zigwap
  sockopen Zigwap www.zigwap.com 80
}

on *:sockopen:Zigwap: {
  echo -ag Zigwap Open
  if ($sockerr) echo -ag $sockerr Open
  sockwrite -n Zigwap GET /mirc/sockets_demo HTTP/1.0
  sockwrite -n Zigwap Host: www.zigwap.com
  sockwrite -n Zigwap
}

on *:sockread:Zigwap: {
  echo -ag Zigwap Read
  if ($sockerr) echo -ag $sockerr Read
  var %read
  sockread %read
  if (*Your random color is: * iswm %read) {
    tokenize 32 %read
    echo $color(info) -a Random Color: $noHTML($5)
    sockclose $sockname
  }
}

on *:sockclose:Zigwap: {
  echo -ag Zigwap Close
  if ($sockerr) echo -ag $sockerr Close
}


These are the echoes I'm receiving.
Quote:
DotaBuff Alias
DotaBuff Sockopen
DotaBuff Sockclose