There is variables for http and ftp proxy. But that won't help if you try to do 'emerge rsync', as rsync doesn't try to use either those variables. What rsync does check is 'RSYNC_PROXY', which should work for most users. I have only tested this behind a squid-proxy though. The syntax is the same as http_proxy, i.e 'RSYNC_PROXY="proxy.provider.com:port"'. It would be nice if this was added.
Will have additional comments in the conf files mentioning this in Portage 2.0.5
