I have been researching this and from what I can see as of now, you cannot. I am still researching this for you and will give an update ASAP.
There is no option to use proxy settings for support credentials. This support crdential is used to connect to support site to fetch contract related information. The same credential is also used to connect to ESRS. However, ESRS has an option to specify proxy server details but contract refresh does not.
I assume you are asking this question because of contract refresh not functioning. If so, refreshing of contract data may not work if VNXe requires to connect to internet through proxy server.