There are situations where you want tt-rss to use a proxy (e.g. because of network restrictions or privacy concerns).
tt-rss already comes with an undocumented _CURL_HTTP_PROXY variable (see eg https://binfalse.de/2015/05/06/ttrss-with-proxy/), however that won't have an effect when, for example, php-curl is not installed, see https://git.tt-rss.org/git/tt-rss/src/c30f5e18119d1935e8fe6d422053b127e8f4f1b3/include/functions.php#L377
In this case it would use the file_get_contents with a stream context without a proxy definition: https://git.tt-rss.org/git/tt-rss/src/c30f5e18119d1935e8fe6d422053b127e8f4f1b3/include/functions.php#L487
Here I propose to properly support proxies, and I introduced a PROXY variable, that is respected in both scenarios, with and without curl installed.
i would prefer not to officially support proxies because of reasons, but in general i'm not against adding an undocumented/unsupported knob for proxies while not using curl.
your patch looks okay, if you can rework this to use a hidden define i'll merge it. something like _HTTP_PROXY would be good, replacing the old _CURL... one.
I removed the documentation from config.php-dist again and switched to _HTTP_PROXY, as you suggested. :)