The proxy setting must be obtained from GNOME settings. Currently nothing is implemented.
Blocks bug #494985.
If I remember correctly, support for CONNECT proxy *does* exist in Telepathy-Gabble (though it's buggy) via the 'https-proxy*' parameters of the connection manager. It needs to connect to the gconf-configured proxy_https_port instead of 443, and send the correct XMPP server hostname to the proxy.
Closing as NOTABUG since proxy support is available.
Well, http proxy definitely doesn't work.
So who should be setting the http-proxy parameters?