As far as I can see httpie doesn't support authentication on proxies. It would be nice to have such feature.
Actually, HTTPie does support that, e.g.:
$ http --proxy=http:http://user:firstname.lastname@example.org:3128 example.org
Well, it seems that HTTPS case is a bit different:
$ http --proxy https:http://proxy.example.org:3129 --auth-type digest --auth user:password https://example.org/
http: error: ProxyError: Cannot connect to proxy. Socket error: Tunnel connection failed: 407 Proxy Authentication Required.
Well, with digest auth. method and HTTP remote site it looks like this:
$ http --proxy=http:http://proxy.example.org:3129 --auth-type digest --auth user:password http://example.org/
HTTP/1.1 407 Proxy Authentication Required
Content-Type: text/plain; charset=utf-8
Date: Tue, 13 May 2014 12:33:32 GMT
Proxy-Authenticate: Digest realm="proxy", qop=auth, nonce="500142b5805f0fe164212626db64fde3"
407 Proxy Authentication Required
Normally it would be:
$ http --proxy https:http://user@password:proxy.example.org:3129 https://example.org/
But that uses basic auth. So the problem is that HTTPie doesn't allow you to specify the auth type the proxy uses.