Maven Resolver does not take the proxy configuration from the default settings.xml.
Note the version used is captured from the wildfly bom 2017.1.1.

When running this example: https://github.com/abelsromero/wildfly-swarm-poc/blob/master/src/test/java/org/abelsromero/swarm/FilesResourceTest.java, for first time you must be in an open network so that Arquillian can download some jboss/wildfly dependencies.
Once it is is done, you can go back to your "normal" corporate network behind a proxy.

There are some options like manually adding the dependencies (http://stackoverflow.com/questions/6291146/arquillian-shrinkwrap-mavendependencyresolver-behind-proxy) so that they are downloaded from maven, but this is not practical.
Also, some googling shows mentions of a method to configure the settings.xml file directly in the resolver, however this method is not available in the version used.

I open this as a "clarification" since it seems to me I am missing something being the proxy configuration something basic. However, I have tried several options and nothing works.
Note that I have several other applications running without issues, maven, gradle, shells, etc.