I accidentally installed the latest logstash version instead of the intended version. When I fixed that (thus reverting to 5.0.1), the plugin installation works again. I also had to set not only HTTP_PROXY but also HTTPS_PROXY for all plugins to succeed.
This looks like a regression to me (as it worked in 5.1.1) but I am not deep enough into logstash to determine whether this is due to plugin-install or the bundled jruby version.