Well this was fun… All the examples of how to connect through a proxy from SharePoint are missing a crucial piece of information!
<system.net> <defaultProxy> <proxy usesystemdefault = "false" proxyaddress="http://proxyservername" bypassonlocal="true" /> </defaultProxy> </system.net>
This is the accepted route, with an exception to e added to the proxy to use anonymous authentication…
But is you use:
<defaultProxy useDefaultCredentials="true"> <proxy usesystemdefault="false" proxyaddress=http://proxyservername" bypassonlocal="true" /> <bypasslist> <add address="[a-z]+.domain.biz" /> <add address="[a-z]+.domain2.biz" /> </bypasslist> </defaultProxy>
The required bit of which is the useDefaultCredentials parameter that passes the logged on users credentials on to the proxy server.
Now all I need to do is get the double-hop authentication to work…