Whilst manually setting the proxy works when it's possible to use a HttpClientHander, defaulting all requests to do so without code, like you could do in the .NET Framework is currently not possible. Which is bummer if you're using a library that doesn't expose this functionality.

Thankfully, from .NET Core 3.0, this will be possible simply by setting environment variables (i.e. behaves exactly as Linux has worked forever): https://github.com/dotnet/corefx/issues/37187

Alternatively, https://github.com/dotnet/corefx/issues/36553 added a new static DefaultWebProxy property on HttpClient that will allow you to accomplish the same thing via code. This will also be available in Core 3.0.

You can set the proxy explicitly in the web.config as environment variables, as well as the domains it should skip. For example:

<?xml version="1.0" encoding="utf-8"?>
<configuration>
  <location path="." inheritInChildApplications="false">
    <system.webServer>
      <handlers>
        <add name="aspNetCore" path="*" verb="*" modules="AspNetCoreModuleV2" resourceType="Unspecified" />
      </handlers>
      <aspNetCore processPath="dotnet" arguments=".\Your.dll" stdoutLogEnabled="false" stdoutLogFile=".\logs\stdout" hostingModel="inprocess">
        <environmentVariables>
          <environmentVariable name="http_proxy" value="http://yourproxy.ins.local"/>
          <environmentVariable name="https_proxy" value="http://yourproxy.ins.local"/>
          <environmentVariable name="no_proxy" value=".local,.applicationinsights.azure.com,.applicationinsights.microsoft.com,.services.visualstudio.com"/>
        </environmentVariables>
      </aspNetCore>
    </system.webServer>
  </location>
</configuration>

To use an HTTP proxy in .net core, you have to implement IWebProxy interface.This is from the System.Net.Primitives.dll assembly. You can add it to project.json if not already there

e.g.

"frameworks": {
    "dotnet4.5": {
      "dependencies": {
        "System.Net.Primitives": "4.3.0"
      }
    }
}

Implementation is very trivial

public class MyHttpProxy : IWebProxy
    {

        public MyHttpProxy()
        {
           //here you can load it from your custom config settings 
            this.ProxyUri = new Uri(proxyUri);
        }

        public Uri ProxyUri { get; set; }

        public ICredentials Credentials { get; set; }

        public Uri GetProxy(Uri destination)
        {
            return this.ProxyUri;
        }

        public bool IsBypassed(Uri host)
        {
            //you can proxy all requests or implement bypass urls based on config settings
            return false; 

        }
    }


var config = new HttpClientHandler
{
    UseProxy = true,
    Proxy = new MyHttpProxy()
};

//then you can simply pass the config to HttpClient
var http = new HttpClient(config)

checkout https://msdn.microsoft.com/en-us/library/system.net.iwebproxy(v=vs.100).aspx