Hi Eduardo,
We had the same issue recently (MII 12.2.3), the proxy settings were ignored. SAP investigated this for us and found a defect in httpdsrclient. Here is the workaround I received:
Disable this property from the configtool:
-Djava.protocol.handler.pkgs=com.sap.engine.httpdsrclient.protocols|iaik.protocol
Disabling it should disable the SAP httpdsrclient and using the standardjava client.
This worked for us.
Regards
Alain