Thanks! That works!
So it seems the only thing I was missing was JARS_SKIP='true' - whatever that means...
Conclusion for 5.1.1:
- you have to set the JRUBY_OPTS for logstah-plugin to use the proxy
- you have to set http_proxy and https_proxy for Ruby Gem (which is apparently called by logstash-plugin)
- and you have to set JARS_SKIP='true' also (for Ruby Gem?) for the installation to work
What a mess...