I've had a couple of issues with entering some URL's into an HTTP request step
If you try to use a URL which has "_" characters in the FQDN of the host then the actual requests made are changed from "http://test_server.fqdn.com/rest-of-url" to "http://null/rest-of-url" and you get proxy authorization error messages or invalidhostname exceptions trying to translate NULL as a DNS lookup.
If you need to enter something case-sensitive in the URL then the first upper case letter is entered in lower case and the cursor position jumps to the end of the URL. So if you have "http://test_server.fqdn.com/sometest/webservice" and want to change the "test" to "TEST" then you move the cursor to the "/" and delete "test" and type "TEST" you will end up with "http://test_server.fqdn.com/somet/webserviceest" instead of "http://test_server.fqdn.com/someTEST/webservice". You can enter it correctly through the "Custom Properties" grid but not directly into the "Request URL:" box on the HTTP Request step dialog form.
These problems also exist in V4.6.4. I've only tried these two releases. MY JRE is the latest V1.8 build (x64) but not sure if SoapUI uses that or its own.
I'm also affected by this issue.
I use property values like "${#Project#GlobalDTEndpoint}" in the URL field (which has worked fine in 4.5.2).
If I try to edit these value in more recent versions, the string is converted to lower case, causing the testcase to fail.