I have not tested out to see if the HTTP monitor will honor HTTP_PROXY configuration by default. Hopefully someone else can answer that part; but I wanted to point you toward these documents that show you how to set proxy configurations on the activegates:
Assuming you test the monitor and it does not use the linux HTTP_PROXY config you will be able to set proxy configuration in the custom.properties file.
Hope this helps.
Thanks for pointing this out. Looking at it, and given that the default values are unset, I would believe the HTTP_PROXY is really not being used...
I will probably be able to confirm this after a tcpdump test...