I see that various SMS Gateways are supported; I've got a working subscription to Clickatell - so this looks good. However, I need to call the SMS gateway via an HTTP proxy. From what I can see, this is not possible.
I was able to create a HTTP POST notification using the HTTP Proxy - this works ok (although only BASIC auth works, any planned support for NTLM challenge/response?), but when trying an SMS Gateway notification the PRTG server simply ignores the HTTP proxy settings and tries to contact the SMS API directly (in my case using HTTPS direct to www.clickatell.com)