If you set a proxy in the NetExtender
If you set a proxy in the NetExtender, the NetExtender Client will connect the SSLVPN Server through the Proxy Server.
But the SSLVPN Server accesses the target resource directly, the SSLVPN Server won't use the Proxy Setting.
It means the proxy is just between the NetExtender Client and SSLVPN Server.
So, the NetExtender Client's Proxy Setting is different from the IE's (or other network program) Proxy Setting.
It just define how the NexExtender Client connects the SSLVPN Server. It cannot control the SSLVPN's behaviour.