Privilege Management Cloud and Package Manager - To proxy or not to proxy? That is the question

I am curious how many organizations that utilize BeyondTrust Privilege Management Cloud and Package Manager to manage your updates, if you configure everything to route through a proxy or not?

My organization utilizes proxy for the traffic and we have a few headaches with it.  The biggest headache I’m facing is that we utilize Skyhigh Client Proxy, and I’ve found that Skyhigh Client 5.x has issues identifying and routing IPv4-mapped IPv6 addresses which is affecting our Azure VDI environment and Package Manager activating and updating BTPM clients.

Does your org use a Proxy, or do you route BTPM straight through the network firewall?  What are your thoughts on the most feasible configuration?