edtFTPnet does not support HTTP proxies. We do have plans to add support for them to our advanced version of the library,
edtFTPnet/PRO, but, as yet, it also does not support them. If you need it, we may be able to reschedule our work on it and deliver it to you quite soon. Please be aware, though, that edtFTPnet/PRO is a commercial (i.e. not free) product.
- Hans (EDT)