If you normally need a proxy to access websites, you will have to tell Sahi to use that proxy.
You configure the external proxy by editing
<sahi_root>/userdata/config/userdata.properties and setting these properties:
If your proxy needs authorization, you should set these properties too.
You should do the same with ext.https settings for https sites.
In addition, if you need to bypass the external proxy for some local sites you need to configure that too in sahi.properties like this
Note that there is only one bypass setting for both http and https.