I just looked into this also but I ended up with the same info as yourself. I’ll keep looking into this to see If I can find something, I haven’t used the Slack plugin for awhile and never used with a proxy so I’m not sure. If you have tried it with http Proxy and it doesn’t work perhaps ask here.
For anyone ending up here via Google, DuckDuckGo or whatever your preferred search engine may be, I created Feature Request for this one. At the time of me writing this one, it hasn’t been inspected yet: