Please review the forum discussion below and see if you can come up with a solution.

1. https://www.outsystems.com/forums/discussion/62507/how-to-set-proxy-using-soap-extensibility-api/
2. https://www.outsystems.com/forums/discussion/15511/consume-rest-services-through-a-http-proxy/

I usually set the proxy by editing the SOAP service URL in Service Studio and adding the proxy details in the advanced settings. Make sure the module has the right proxy server configs.