Unable to access upgrade behind proxy

[pheitman]

I am using

2.3-RELEASE (amd64)
built on Mon Apr 11 18:10:34 CDT 2016
FreeBSD 10.3-RELEASE

Something that I have never gotten to work is to set the proxy in System -> Advanced -> Miscellaneous -> Proxy URL and Proxy Port and enable pfSense to access the update status nor the System -> Update.

The hostname and port that I set work successfully everywhere else (including on the LAN behind the pfSense NAT) but not for pfSense itself.

Any suggestions on how to debug this?