Problem downloading cache behind proxy

I am behind a proxy and the VScode Julia extension fails to download its cache files. I suspect that’s because of the proxy, but I’m not sure.

In any case, everything works fine, but I’m wondering if there’s anything I can do to help it. I have configured the proxy settings in VScode and it’s able to download and install extensions. Julia is also able to download and install packages. I’m wondering if there is some proxy configuration for the VScode Julia extension that I may have missed. Or if there’s a way to confirm whether or not the problem is with the proxy settings.

Thanks in advance for your help.