If I slip a call into the Slicer codebase that does

 QNetworkProxy::setApplicationProxy(QNetworkProxy(QNetworkProxy::HttpProxy, "hostname.of.my.proxy", 8080));

Then the Extension Manager connects properly.

It'd be nice to have an easy way to toggle the proxy. Half the time my machine is behind the firewall, half the time it is not. I can quickly change the proxy at the OS level (by changing my "Location") and most of my applications adapt on their next network connection, in other words, I do not need to exit and restart the applications to have it adapt to the change in proxy (Mail, Safari, Firefox, Chrome, Jabber, Calendar, … all adapt without restarting the applications. It'd be nice is Slicer did the same so that I can just keep it running for days/weeks/months on end.

For command line tools, I configure environment variables for routing through the proxy or not (environment variable ALL_PROXY). Most of the GUI applications, on the other hand, honor the Location/Network configuration where a proxy can be configured for the system.