This is a clone of issue OCPBUGS-4997. The following is the description of the original issue:
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The fix for OCPBUGS-3382 ensures that we pass the proxy settings from the install-config through to the final cluster. However, nothing in the agent ISO itself uses proxy settings (at least until bootstrapping starts.

It is probably less likely for the agent-based installer that proxies will be needed than e.g. for assisted (where agents running on-prem need to call back to assisted-service in the cloud), but we should be consistent about using any proxy config provided. There may certainly be cases where the registry is only reachable via a proxy.

This can be easily set system-wide by configuring default environment variables in the systemd config. An example (from the bootstrap ignition) is: https://github.com/openshift/installer/blob/master/data/data/bootstrap/files/etc/systemd/system.conf.d/10-default-env.conf.template
Note that current the agent service explicitly overrides these environment variables to be empty, so that will have to be cleared.