It is possible to use the API through a proxy; add this code to the session verification:

public static void proxyConfigurePort(Object port) {
	org.apache.cxf.endpoint.Client client = ClientProxy.getClient(port);
	HTTPConduit http = (HTTPConduit) client.getConduit();
	http.getClient().setProxyServer("proxy.com");
	http.getClient().setProxyServerPort(8080);
	http.getProxyAuthorization().setUserName("username");
	http.getProxyAuthorization().setPassword("password");
}

And this must called with before every instance where the session port is called:

proxyConfigurePort(sessionPort);