The Moodle proxy settings are about Moodle server and its connection to the greater internet via the proxy.
For networking PoodLL uses the Moodle APIs and that has always handled proxy servers properly. Now PoodLL uses Amazon S3 for some of its cloud operations, and its possible the Amazon SDK is doing something that requires knowledge of any proxies.
But there might be a simpler explanation than this. Can you describe the problems that you are having?