I've had a look into this but I'm not sure I've got a perfect answer for this one.
Within the modelling side, in Protege, we've set the Form for the External Reference Link instances to use the URLWidget, which is out of the box from the Protege team.
I've checked all the options on this widget and had a look at the source code and documentation for it but there's nowhere with this widget to set it up to use a Proxy.
You could add some properties to your Protege Preferences that should get Protege as a whole to use the proxy, as follows:
Property ---- Value
http.proxyHost ---- <Your proxy server hostname>
http.proxyPort ---- <Your proxy server port number>
http.proxyUser ---- <Your user ID>
http.proxyPassword ---- <Your password>
To take effect, you will have to re-start Protege once you've set these up.
However, I'm not sure what impact this will have on the Essential Architecture Reporting tab, which also uses HTTP to communicate with Essential Viewer. Probably worth trying but if the Reporting tab can no longer see Viewer, you'll need to remove these properties.
Note also, that if your proxy server requires any form of authentication, the above, properties approach isn't very secure etc. and may not handle more complex authentication such as Windows NT challenge-response.
Of course, as Protege is open-source, it's possible to create an updated version of the URL widget that DOES provide support for proxy servers that can handle the authentication etc.
Initially, we had considered just using a String widget for the URL of the external link but realised that if we used the URL widget you would at least get some confirmation that the URL you'd specified was correct. The main idea behind this meta class, though, was to provide these links within Viewer. As it's a relatively recent addition, most of the views that are provided don't yet make use of this but it's a simple extension of any of the views to check for an External Instance Link on the instance you're rendering, and if there is one, provide a simple hyperlink to the external reference. As you're already in your browser, any proxy settings are already defined and you will be able to navigate to the referenced external content.
So, in summary, this was originally designed as a Viewer-side capability with the URL widget as a nice-to-have confirmation thing. However, you've raised a great scenario that makes sense to add to the requirements for this ECP.
I'm not sure to what extent this helps but let me know what you think, or if you'd like some help with the query to add the External References to you views.