Expected behaviour:
The proxy plugin is meant to filter network calls through a proxy. However, it is called too late to catch some cases of internet connection. The configure_series plugin is an example. You can use a plugin like anidb_list, but it won't go through the proxy because configure_series is called before proxy because its in Prepare, vs proxy's Start.
Actual behaviour:
proxy should be moved to the Prepare stage with a priority higher than any plugins that use requests to properly send requests through said proxy.