Doublecheck if you need to use the proxy server (i.e working on a corporate workstation from home may still require using the corporate proxy with the VPN link or without. In that case, don't trust the VS HTTP proxy settings, it's not supporting https, rather setup your gradle to use them:
In the gradle.properties file put:
systemProp.http.proxyHost=your_proxyserver_url
systemProp.http.proxyPort=your_proxyserver_port_number
systemProp.http.proxyUser=your_proxyserver_user_name
systemProp.http.proxyPassword=your_proxyserver_user_password
systemProp.http.nonProxyHosts=localhost
systemProp.http.auth.ntlm.domain=your_corporate_domain_name_url
systemProp.https.proxyHost=your_proxyserver_url
systemProp.https.proxyPort=your_proxyserver_port_number
systemProp.https.proxyUser=your_proxyserver_user_name
systemProp.https.proxyPassword=your_proxyserver_user_password
systemProp.https.nonProxyHosts=localhost
systemProp.https.auth.ntlm.domain=your_corporate_domain_name_url