Gateway Network Test and Proxy : does it even use it?

Hello,

We've got the gateway working in terms of signing in, starting up, transferring data through the powerbi service to powerbi online dashboards. However, no matter how many of the config files we go through, I can not get the network test to suceed. It seems to ignore every possibly config file or setting and attempt to hit the URLs directly. In the logs we can see the retrieval of IP/Addresses in the test goes through the proxy but for the rest it ignores it.

Is anyone else having this issues? Did anyone solves this?