The expecting behaviour of ImageTagMirrorSet of redirecting the pulling of a proxy to quay.io did not work out.

oc --context build02 get clusterversion version
NAME      VERSION       AVAILABLE   PROGRESSING   SINCE   STATUS
version   4.16.0-ec.3   True        False         7d4h    

oc --context build02 get ImageTagMirrorSet quay-proxy -o yaml
apiVersion: config.openshift.io/v1
kind: ImageTagMirrorSet
metadata:
  annotations:
    kubectl.kubernetes.io/last-applied-configuration: |
      {"apiVersion":"config.openshift.io/v1","kind":"ImageTagMirrorSet","metadata":{"annotations":{},"name":"quay-proxy"},"spec":{"imageTagMirrors":[{"mirrors":["quay.io/openshift/ci"],"source":"quay-proxy.ci.openshift.org/openshift/ci"}]}}
  creationTimestamp: "2024-03-05T03:49:59Z"
  generation: 1
  name: quay-proxy
  resourceVersion: "4895378740"
  uid: 69fb479e-85bd-4a16-a38f-29b08f2636c3
spec:
  imageTagMirrors:
  - mirrors:
    - quay.io/openshift/ci
    source: quay-proxy.ci.openshift.org/openshift/ci


oc --context build02 tag --source docker quay-proxy.ci.openshift.org/openshift/ci:ci_ci-operator_latest hongkliu-test/proxy-test-2:011 --as system:admin
Tag proxy-test-2:011 set to quay-proxy.ci.openshift.org/openshift/ci:ci_ci-operator_latest.

oc --context build02 get is proxy-test-2 -o yaml
apiVersion: image.openshift.io/v1
kind: ImageStream
metadata:
  annotations:
    openshift.io/image.dockerRepositoryCheck: "2024-03-05T20:03:02Z"
  creationTimestamp: "2024-03-05T20:03:02Z"
  generation: 2
  name: proxy-test-2
  namespace: hongkliu-test
  resourceVersion: "4898915153"
  uid: f60b3142-1f5f-42ae-a936-a9595e794c05
spec:
  lookupPolicy:
    local: false
  tags:
  - annotations: null
    from:
      kind: DockerImage
      name: quay-proxy.ci.openshift.org/openshift/ci:ci_ci-operator_latest
    generation: 2
    importPolicy:
      importMode: Legacy
    name: "011"
    referencePolicy:
      type: Source
status:
  dockerImageRepository: image-registry.openshift-image-registry.svc:5000/hongkliu-test/proxy-test-2
  publicDockerImageRepository: registry.build02.ci.openshift.org/hongkliu-test/proxy-test-2
  tags:
  - conditions:
    - generation: 2
      lastTransitionTime: "2024-03-05T20:03:02Z"
      message: 'Internal error occurred: quay-proxy.ci.openshift.org/openshift/ci:ci_ci-operator_latest:
        Get "https://quay-proxy.ci.openshift.org/v2/": EOF'
      reason: InternalError
      status: "False"
      type: ImportSuccess
    items: null
    tag: "011"

The status of the stream shows that it still tries to connect to quay-proxy.

The request goes to quay.io directly.

The proxy has been shut down completely just to simplify the case. If it was on, there are Access logs showing the proxy get the requests for the image.
oc scale deployment qci-appci -n ci --replicas 0
deployment.apps/qci-appci scaled

I also checked the pull secret in the namespace and it has correct pull credentials to both proxy and quay.io.