In #20201 we have implemented global HTTP proxy setting with monkey patches to Net:HTTP (and others). It does not work according to my testing. Example:

Net::HTTP.start(uri.host, uri.port) do |http|
  http.request(...)
end

The thing is that method `start` actually opens connection already which fails on networks which don't have route to the destination and method `request` will never be called as the application (or main request) errors out.