Comment 63 for bug 186920

John A Meinel wrote:
   It is a long-standing bug that the xmlrpc library that is built into python doesn't support http proxies.

According to the Python documentation the xmlrpc library *does* support proxies.
However, some extra effort is required.
http://docs.python.org/library/xmlrpclib.html
Section 20.23.9 contains an example of proxy usage.