Everything is possible
There is some kind of proxy support in the FTP code I use. (But it will not use IE settings for proxy). But I do not know how well it works and for what types of proxy it works. And I have not tested it.
FTP over proxy is messy and very time consuming to add. I got it on my list. But before I can do anything with it I need more information about how it works and how to test and stuff. And I have not had the time for that yet.