LabQuest 2 can work with a proxy server, but it can be complicated.
On a normal connection, the client (typically Graphical Analysis) connects to the server (typically LabQuest 2 or a computer running Logger Pro with Data Sharing) and the server replies. When there is an http proxy, the client connects to the proxy and then connects to the server. The server then replies back to whichever asked it, (in this case the proxy), which then replies to the client. The server doesn't need to know about the proxy specifically, the server just replies to whichever asked.
Proxy configurations can cause problems. Unlike most web servers, LabQuest isn't on the Internet; it is only on the local network. However, the proxy may be configured to only acknowledge requests from the local network and to always forward those requests to the Internet. The proxy may also be outside of your local network, in which case the proxy can't get back into the local network. For example, the proxy server could be at the district office, but each school may have its own firewall. Without specific firewall settings the traffic is only one-way.
1) Configure the clients (typically tablets) to NOT use the proxy for local connections. For iPad, there isn't a way to do this with a manual proxy. Set up an automatic proxy script (PAC file) with rules that direct the iPad to use the proxy for the Internet and not for local access. PAC files are written in Java and they can be pretty straight forward if you are comfortable with scripting. Examples are at:
2) Adjust the proxy so that it will forward requests back onto the same network. Caution: Be aware of your settings to ensure that only those you designate can do this (i.e., not just anyone).
3) Put the LabQuest devices in a different network, (such as outside the firewall or in a DMZ) that the proxy is already configured to handle.
Note: You will have the same problem with any other web server located on the same network as the LabQuest devices. The "web server" alone (in this case the LabQuest devices) can't resolve this.