Github user ijokarumawak commented on the issue:
https://github.com/apache/nifi/pull/2704
Added 3 more commits.
1. Added proxy support to Azure processors.
2. Adding more explicit Proxy spec check and doc. Due to the restrictions
of underlying libraries, Proxy support spec varies. Based on the investigation
summarized in this PR's description, I've used 4 labels to represent spec HTTP,
HTTP_AUTH, SOCKS and SOCKS_AUTH.
3. Incorporated review comments.
Example screenshots:
InvokeHTTP does not support SOCKS_AUTH, so if ProxyConfigurationService is
configured with SOCKS and username/password, then it becomes invalid, but SOCKS
without auth can be used:

PostHTTP does not support SOCKS at all:

Not only validation, property description shows what proxy is supported:

SFTP processors are the only ones supporting all Proxy specs:

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