Tbh, you should demand more freedom in your lab. That's what a lab is for.   That said. Afaik the MX should still download it's configuration via the backup connection. Some things can't pass through the proxy connection as documented here: https://documentation.meraki.com/zGeneral_Administration/Tools_and_Troubleshooting/Using_the_Cisco_Meraki_Device_Local_Status_Page   "The HTTP proxy allows all default management traffic from the Meraki device to be sent through a proxy. This does not include optional cloud communication, including AutoVPN and 802.1X authentication traffic." ... View more