The AWS assertion should provide a Proxy tab, similar to the Route via HTTP assertion, where proxy server, proxy port, etc. can be configured for the assertion's outbound connection to AWS.
The AWS assertion doesn't honor proxy settings configured under Tasks > Transports > Manage HTTP Options, and doesn't provide fields to enter proxy settings on the assertion. The only way to get the assertion to use a proxy is to add JVM-level proxy settings (-Dhttp.proxyHost, -Dhttp.proxyPort, etc.) to /opt/SecureSpan/Gateway/runtime/etc/profile.d/ssgruntimedefs.sh. It's not reasonable to require platform-level changes to get a single assertion to work.