What we do is convert the settings on the Eclipse proxy preference page (Window > Preferences > General > Network Connections) into NPM proxy settings in memory. The npm calls are then proxied through these settings.
This applies to all npm commands executed from within the IDE. Can you try adding your proxy settings there & let us know if it works?
I think I may have misunderstood what you were trying to do, apologies.
Bring up the context menu on your application in the Servers view and choose Properties (see attached screenshot). In the resulting dialog, there’s an area that allows you to specify custom ng serve command arguments. I guess you could add the --proxy-config switch there, pointing to the right configuration?