Hmm, that is odd that Java isn't picking up the proxy. I was under the impression that the JavaFX webview would pick that up automatically, but I'll need to look into it. In the meantime, here's the link:
http://www.oracle.com/technetwork/ja...ads/index.html. You need to download the Soft Float package. You should be able to use the instructions in the Java installer, just with your own web browser. After you download it, just use the already downloaded option on the second screen and point it at that downloaded file.