Obviously default credentials can't go through the proxy...
You have two options:
1. Add a DLL that does the authentication via module element:
https://msdn.microsoft.com/en-us/library/6w93fssz(v=vs.110).aspx[
^]...The DLL must contain a class implementing
IWebProxy[
^]
2. Do all the proxy from your code:
WebProxy oWebProxy = new WebProxy("proxy-server-address", true);
oWebProxy.Credientials = new NetworkCredential("user-name", "password");
WebRequest oWebRequest = WebRequest.Create("address");
oWebRequest.Proxy = oWebProxy;