Installing plugins via proxy doesn't work (anymore)

Try a manual install. This worked for me when I was messing around with Elastic.

From this discussion on StackOverflow.

You can also download plugin zip file to a temporary location and then install it by specifying path to it using --url parameter:

bin/plugin --install knapsack --url file:///Full/Path/To/elasticsearch-knapsack-2.1.2.zip
See Plugins documentation for more information.

Good luck