How to set a HTTP proxy for Veeam components

Veeam components do not have direct internet access, but the customer wants to use restore to Microsoft Azure/Amazon EC2 or object storage (capacity tier) that requires an internet connection. The customer has an HTTP(S) proxy and Veeam components must use it.

Customer network configuration does not allow direct internet access for Veeam components.

If you use an HTTP(S) proxy server to access the Internet, make sure that WinHTTP settings are properly configured on Microsoft Windows machines with Veeam backup infrastructure components. 

The following command will set the proxy (all protocols) to 192.168.111.111 port 8888:
 

netsh winhttp set proxy proxy-server="192.168.111.111:8888"
Current WinHTTP proxy settings:
    Proxy Server(s) :  192.168.111.111:8888
    Bypass List     :  (none)

It is important not to specify "https".

Known Limitation: WinHTTP does not support authentication.