On this moment we check CRW in next manner:

• Set up Openshift (without proxy settings)
• Deploy CRW with proxy setting
• Launch Proxy server, start workspace, performs maven builds
• Check traffic has been passed trough PROXY

Update: with latest changes it's expected to have less requires through the proxy, because CRW containers don't go to codeready server by public URL, but by using openshit internal networking instead.
Details could be found in issue "Usage cluster service hostnames in for inter-components communications".