How to configure proxy for Streamsets Data Collector ?

There are a few stages that allow stage level proxy configuration and few which do not have this configuration exposed yet ( i.e GCP origin/destination).

You can define the proxy properties in the SDC_JAVA_OPTS environment variable. This JVM level proxy settings applied for the entire sdc.

You can add the following Java options to the SDC_JAVA_OPTS environment variable:

• https.proxyUser
• https.proxyPassword
• https.proxyHost
• https.proxyPort
• If the proxy server uses HTTP instead of HTTPS, use http.<property name> for each property.

For example, to configure a Data Collector to use an HTTPS proxy server on host 138.0.0.1 and port 3138, define SDC_JAVA_OPTS as follows:

export SDC_JAVA_OPTS="-Xmx1024m -Xms1024m -Dhttps.proxyUser=MyName -Dhttps.proxyPassword=MyPsswrd -Dhttps.proxyHost=138.0.0.1 -Dhttps.proxyPort=3138 -server ${SDC_JAVA_OPTS}" 

Note: If you are using an HTTPS proxy, don't forget to add the relevant certificate to truststore.

Additionally, if you have some exclude list you can mention that too by using the below parameter. 
https.nonProxyHosts for hostnames that should not be proxied.