I just added the http_arguments variable so you can set the ProxyHostName, ProxyHostPort and other options for the HTTP client class.
I could make it work for APIs that take HTTP requests like for instance Tumblr, but not yet for APIs that require HTTPS. Take a look at the login_with_tumblr.php for an example.
phpclasses.org/package/7700-PHP-Aut ...
As for APIs that require HTTPS, I could not yet figure what is the issue. The problem may be in the HTTP client class.
For now my difficulty is that I do not have a reliable proxy that I can try and see what is wrong.
What happens is that the HTTP client class connects to the proxy, then instructs the proxy to connect to the remote host, the starts the SSL cryptography layer successfully. However when it sends the actual HTTP request, the remote server says 400 Bad request.
I need more time to study the problem. Meanwhile if you figure any details, just let me know.