I've been experiencing this issue also but upon searching through the code for all apps involved I've discovered the following:
PagerDuty doesn't account for any possibility that any proxy settings have been set - OS level nor in splunk-launch.conf;
In fairness to PagerDuty, Splunks own webhooks app doesn't account for proxies neither;
Both of these points explain why there's dedicated proxy settings for the AWS Add-On. On the other hand, however, the AWS Add-On does check for splunk-launch/environment proxy settings. When adding an AWS account via the Add-On with proxy settings in place you're likely to see an error unless the proxy is set up to handle loop-back (i.e. 127.0.0.1) - which it probably won't be because, why would it!? To overcome this error, add no_proxy=127.0.0.1 to splunk-launch.conf.
The only remaining problem then is for the webhook approach to be updated to account for proxy settings. It would be nice if Splunk had an API to make this easier and avoid the need to pull in the proxy settings and establish the connection manually.
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