It may be that your proxy is requiring NTLM authentication. If your Integration Server is running on a Microsoft platform, you can enable client-side NTLM authentication by activating the WmWin32 package. This package allows the Integration Server to authenticate outbound HTTP requests using NT Challenge Response.
If you have a mix of different OSes, your best bet is to enable basic authentication on the proxy server.
#webMethods-General#webMethods#Integration-Server-and-ESB