I have experienced that setting (windows) system variables HTTP_PROXY and HTTPS_PROXY overrides the proxy settings in (some parts of) FME Workbench / Server. For example the HTTPCaller seems to use the proxy settings from the HTTP_PROXY and HTTPS_PROXY system variables, even if the options in FME Workbench are different. The same is described in the GML Reader's documentation. In this documentation is stated that the GML reader follows up on the http_proxy environment variable.
When I do set these variables then the HTTPCaller transformer (and the FMEServerJobSubmitter) is not able to reach local adresses anymore (it will try to use the proxy for everything). Even if I fill provide a bypass list in NO_PROXY. For example, then FME Server's dashboard statistics gathering workspaces do not work. So it seems to ignore the NO_PROXY variable.
I need to set the HTTP_PROXY, HTTPS_PROXY and NO_PROXY enviroment variables because some of my own (embedded) Python scripts use them. For example Python's Requests module does this by default. So I am looking for a configuration where I can set HTTP_PROXY, HTTPS_PROXY and NO_PROXY variables, and still be able to reach local adresses using the HTTPCaller.