How do I use the functions when connecting via a proxy server?

You can either disable the proxy server or modify the function VBA code to work with it. The easiest way is to disable the proxy from Windows Control Panel: Internet Options: Connections: LAN Settings: uncheck "Use a proxy server". 

If you can't disable the proxy, you need to change the VBA code of the functions. 

• Before the line objhttp.Open "GET", URL, False you need to add objhttp.setProxy(proxySetting, varProxyServer, varBypassList)
• After the line objhttp.Open "GET", URL, False you need to add objhttp.setProxyCredentials(username, password)

For instructions on how to set the parameters to those lines, see http://msdn.microsoft.com/en-us/library/ms760236(VS.85).aspx and http://msdn.microsoft.com/en-us/library/ms763680(VS.85).aspx