Connecting to remote ES index from behind a proxy

Issue: How to connect to a remote IP-restricted ES server from behind a company proxy

Background:
We need to connect to a 3rd party IP-restricted Elasticsearch server. Our local proxy IP is whitelisted at their end, it's unlikely we can quickly get another IP whitelisted.

We cannot get our local Elasticsearch instance to connect however; it seems that environmental variables are not being picked up, so we're connecting with a non-whitelisted IP address.

It's unclear therfore how to tell Elasticsearch to use our proxy. Where should we set these values?

Many thanks.