This is just a quick note that I hope will hopefully help someone who tries to do something similar to this.
If you are running WordPress on a server behind a locked down firewall and you must go through a proxy, you will need to add the following lines to your wp-config.php file.

define(‘WP_PROXY_HOST’, ‘192.168.0.1’);
define(‘WP_PROXY_PORT’, ‘8080’);
define(‘WP_PROXY_BYPASS_HOSTS’, ‘localhost’);

Of course, it goes without saying that you need to change the host IP address to match your proxy.