Thanks for your bugreport.
apt-get expect ths proxy in the format:
export http_proxy=http://proxy-sd.s-mxs.net:8080/
that works for me, please check if you added the trailing http://
** Changed in: apt (Ubuntu)
Status: New => Incomplete
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apt-get doesn't understand the http_proxy env-variable
https://bugs.launchpad.net/bugs/148452
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