I have realized that I cannot find any answer within the community on the use of proxy for FE appliances. (Even searched the CM Admin Guide.)
Therefore, I have logged a case with Support and here is the reply:
These are the commands that you need to use for configuring the proxy:
fenet proxy: Configure proxy settings
fenet proxy auth: Configure authentication settings fenet proxy auth basic: Configure basic authentication settings fenet proxy auth basic password: Configure basic authentication password fenet proxy auth basic password <password> (terminal,sensitive_param) fenet proxy auth basic user: Configure basic authentication username fenet proxy auth basic user <username> (terminal) fenet proxy host: Configure proxy host fenet proxy host <hostname:port> (terminal)
Question: Can CM can support Kerberos/NTLM authentication for the proxy?
Answer: CM won't support the Kerberos/NTLM authentication, only basic authentication is supported.