A helpful user from our support box pointed out that you can help make Obsidian work when you have a system proxy, by allowing Electron. (electron/docs/api/command-line-switches.md at main · electron/electron · GitHub)
For windows users, this would look like C:\Users\xxxx\AppData\Local\Obsidian\Obsidian.exe --proxy-server=http://proxy.server.domain.com:8080
You can also also find more information about this in this thread. Request to add http socks proxy as built-in feature - #20 by obsequious