SSSP4 supports TLS only, SSSP3~1 supports TLS & SSL V3.0

Question : Does the SSSP support Proxy servers?

Answer : Proxy is supported in SSSP 2.0/3.0 only in 'Native App Mode'.

          Through SDAP Checkout command to clear the device history.

http://www.samsungdforum.com/B2B/Guide/tut50008/index.html#room-status-command

Is it possible to configure a proxy to get an internet connection?

No

Currently this feature is not supported.