Just found opened issue #871
After fixing my SetEnv with the correct mod_env syntax, it still does not work.

SetEnv http_proxy http://proxyhost:3128/
SetEnv https_proxy http://proxyhost:3128/
SetEnv all_proxy http://proxyhost:3128/

I also tried with cliupdate.php and defined environment variables but still times out.

I'll try the fix described in #871.