The Diagnostic Server supports setting the proxy via the SpotlightDiagnosticServer.ini
a. From the Diagnostic Server host with the issue, go to "C:\Program Files\Quest Software (or Dell)\Diagnostic Server\Agent\bin"
b. Open the SpotlightDiagnosticServer.ini
d. Append the following to the end
"-Dhttps.proxyHost=<proxy_host_name>" "-Dhttps.proxyPort=<port_number>"
e.g. ... "-Xms128m" "-Xmx4096m" "-Dhttps.proxyHost=QSproxy" "-Dhttps.proxyPort=8080"
e. Save the file