The GCS plugin was implemented in #13578, but without the proxy support because it wasn't available in the GCS SDK at that time. It looks like the support for proxies has been added at some point to google-http-java-client (the underlying HTTP library used by the GCS SDK). See here: https://github.com/googleapis/google-http-java-client/blob/main/google-http-client/src/main/java/com/google/api/client/http/javanet/NetHttpTransport.java#L222.

The NetHttpTransport class from google-http-java-client is publicly accessible and configurable, so we should be able to specify the HTTP proxy host/port based on the plugin settings somewhere here: https://github.com/elastic/elasticsearch/blob/master/modules/repository-gcs/src/main/java/org/elasticsearch/repositories/gcs/GoogleCloudStorageService.java#L133