I believe you need to build libgit2 against libcurl in order for proxies to work on linux and mac. We do not currently have it set up in our build system to do that in a self contained distributable way for binaries, but it might not be too hard to write the necessary makefile to make it work.
We were prioritizing getting ssh remotes to work again for the first rc. Do ssh remotes work over proxies by any chance? I don't currently have immediate access to an environment behind a proxy to test this, but we had looked into setting one up that we could revisit.
