We have a firewall and the preferred method is to go through a proxy to get out. I have tried this:
$api->transport->proxy(http => $proxy);

which yielded:
FATAL ERROR:: proxy: transport protocol not specified

I have also tried other variations which get the same result.

Also, I have tried:
$ENV{'HTTP_proxy'} = $proxy;

which got:
FATAL ERROR:: 500 Connect failed: connect: Connection refused; Connection refused at…
so that appears to not even be setting it (our firewall doesn't seem to be acknowledging the proxy when I use this).

I have been searching around and I haven't found any examples where someone has tried this and succeeded, so I'm not sure what the root cause is. Any assistance would be greatly appreciated.