sci-mathematics/gimps doesn't have proxy settings nor will use environment variables (tried HTTP_PROXY, PROXY, and http_proxy).
readme.txt <snip> SETTING UP A PROXY SERVER ------------------------- For the latest information on this and other networking issues visit the FAQ at http://mersenne.org/ips/faq.html Create a file called "primenet.ini" in the same directory as mprime. Add the line "ProxyHost=foo.com:1234" where foo.com is the proxy and 1234 is the port (which defaults to 8080 if not specified). This line must be in the .ini file ONLY if connection via a proxy is actually required. </snip>