pfSense

Every function that makes a remote HTTP/HTTPS call (file_get_contents, fopen, etc) can take a context parameter with proxy info. It's explained here:

http://www.php.net/manual/en/function.stream-context-create.php
http://php.net/manual/en/function.file-get-contents.php
http://php.net/manual/en/function.fopen.php

We'd just need a proxy settings page somewhere (with text explaining that it would be used for these kinds of calls and it is not related to the squid package, etc)

For things done at the OS level, fetch(3) (not fetch(1)) explains the environment variables needed to setup proxy information.

We use curl or xmlrpc for important stuff so those need to have proxy support too.

Curl on the CLI has proxy command line arguments, and the PHP module can use curl_setopt() to use proxy options. Looks like our /etc/inc/xmlrpc_client.inc supports proxies also.

Looks pretty well supported all-around.