Currently, the only time a proxy is supported is from the CLI for upgrading the HipChat server. This proxy is especially valuable in a DMZ setting that is rather restrictive and that does not allow for outbound connections other than the ones specified in the Firewall rules (from https://confluence.atlassian.com/hc/system-requirements-for-hipchat-server-606306343.html).

It would be good to have this proxy configuration for other type of connections, especially the ones that need access to the CDN (eg marketplace-cdn) as the IP address of the CDN changes, and sometimes the firewalls cannot address this. Also it looks like a requirement for being able to install plugins from the HipChat marketplace.