After the switch from httplib2 to requests, proxy support was 'lost'. It was never really very good in core, as it differed from compat and required messing with httplib2 internals (see https://gerrit.wikimedia.org/r/#/c/137293/)
config2 still includes proxy, but it is now unimplemented.
It is relatively easy to re-add proxy support using requests, and doing it nicely would include a lot of the code.
However requests supports env variables, such as:
IMO that is 'good enough', and we should decommission config2.proxy.