Authentication through Proxy Issue

I am testing an auth0 login when behind a proxy and I am getting a “Connect timed out”.

09:14:37.791 [JavaFX Application Thread] INFO APP_LOGGER - use system proxies: true
 proxy host:
 proxy port: 80
09:14:47.879 [JavaFX Application Thread] ERROR APP_LOGGER - Request Error: Failed to authenticate: 
com.auth0.exception.Auth0Exception: Failed to execute request
	at ....model.auth.User.sendAuthRequest(
	at ....auth.User.logIn(
	at ....controller.MainController.loginUser(
Caused by: Connect timed out
	at okhttp3.internal.platform.Platform.connectSocket(Platform.kt:120)
	at okhttp3.internal.connection.RealConnection.connectSocket(RealConnection.kt:295)
	at okhttp3.internal.connection.RealConnection.connectTunnel(RealConnection.kt:261)
	at okhttp3.internal.connection.RealConnection.connect(RealConnection.kt:201)

I added the auth0 domain to bypass the proxy server which resolves the issue but we need to implement the login through the proxy.

I tried setting jvm proxy properties to be the same as my Proxy settings in Windows but so far I get the same issue. I also tried creating a URL connection directly in the java code and it seems to go through the proxy correctly, it is just the auth0 request that doesn’t go through right.

Is there any property or special configuration I need to set to allow my auth0 login to go through the proxy server?