Currently it is not possible to configure a proxy (as described in https://stackoverflow.com/questions/35554380/okhttpclient-proxy-authentication-how-to ) when build a Nuxeo client object.
Nuxeo Java client must expose 2 new methods on NuxeoClient.Builder : proxy() and proxyAuthenticator() which will allow to configure the proxy.
Exposing the proxySelector() method would be helpful too to choose system proxies.