Not sure that I follow the question about a proxy. I'm doing a local install on my Mac laptop running Moutain Lion. The server is localhost, or 127.0.0.1. I connect to the net via a RoadRunner modem and have a LAN using a 192.168.x.x internal address scheme.
Also, I started to file a support ticket, but it is asking for server information. My laptop is not available for ssh since it is only on the LAN and not serving to anything but itself.