In order to use sslproxy=true you have to make sure to comment out the following lines in lib/setuplib.php.
They are typically found around line 822
} /*else {
if ($wwwroot['scheme'] !== 'https') {
throw new coding_exception('Must use https address in wwwroot when ssl proxy enabled!');
}
$rurl['scheme'] = 'https'; // make moodle believe it runs on https, squid or something else it doing it
} */
When using sslproxy Moodle expects the wwwroot to be HTTPS. If you are using HTTPS logins only you won't be setting your wwwroot to HTTPS. This suppresses the resulting error.