Add proxy config in agent's install-config.yaml with proxy username and password, then create image and install the cluster. 

proxy:
  httpProxy: http://proxy-user1:JYgU8qRZV4DY4PXJbxJK@10.1.235.58:3128
  httpsProxy: http://proxy-user1:JYgU8qRZV4DY4PXJbxJK@10.1.235.58:3128

Noticed there is no access record in the proxy servers' access log

4.12.0-0.nightly-2022-10-25-210451

Always

1. Add proxy config in install-config.yaml
proxy:
  httpProxy: http://proxy-user1:JYgU8qRZV4DY4PXJbxJK@10.1.235.58:3128
  httpsProxy: http://proxy-user1:JYgU8qRZV4DY4PXJbxJK@10.1.235.58:3128 2.
2. Create the agent image and boot the hosts via VirtualMedia
3. Monitor the proxy server's access log

There is no access log from proxy server

Should see records in proxy server's access log

After the cluster is installed, the cluster does not get a cluster-wide proxy. According to https://docs.openshift.com/container-platform/4.11/installing/installing_platform_agnostic/installing-platform-agnostic.html#installation-configure-proxy_installing-platform-agnostic: 

> The installation program creates a cluster-wide proxy that is named cluster that uses the proxy settings in the provided install-config.yaml file.