To get something like
sudo add-apt-repository ppa:webupd8team/java
work behind a proxy I had to add http_proxy and https_proxy into my /etc/environment file. Don’t forget to source the file or to relogin after changes in it. With theses entries I had to use
sudo -E add-apt-repository ppa:webupd8team/java
telling sudo to preserve existing env variables. Now it’s working for me.
Till now I didn’t get apt-key add or gpg alone to import a key from web behind a proxy. I downloaded the keys manually and imported them. So let me know if you know how to do it.