In addition to checking the Use System Proxy, you also have to set the proxy settings. In the SMP 3.0 server this can be accomplished by modifying props.ini.
-Dhttp.proxyHost=proxy
-Dhttp.proxyPort=8080
-Dhttps.proxyHost=proxy
-Dhttps.proxyPort=8080
Note, changes to the props.ini file requires either restarting the SMP server via the go.bat command or regenerating the service used to start the SMP 3.0 server.
svcutil -uninstall
svcutil -generate
svcutil -install
If the OData endpoint is accessed via HTTPS, the smp_keystore.jks file will also need to have the public key or the certificate authority's key installed.
C:\SAP\MobilePlatform3\Server\configuration>keytool -import -v -alias sapgatewaycert -keystore smp_keystore.jks -storepass changeit -file c:\temp\sapdevcenter.cer
Here are some related keystore commands
keytool -list -v -keystore smp_keystore.jks
keytool -list -v -keystore smp_keystore.jks -alias sapgatewaycert
keytool -delete -alias sapgatewaycert -keystore smp_keystore.jks
If you moify the keystore, I believe you need to restart the server for the change to take effect.
Hope that helps,
Dan van Leeuwen