Reducing lock contention for a caching utility, or make it totally lockless but threadsafe
Definitely do not lock on the ConfigProxy instance. Somebody else could acquire a lock on it and then you'd be up the creek. Only lock on private instances that you have the only copy of.
Strictly speaking, you could use putIfAbsent and get rid of the lock altogether, but then you're potentially seeing multiple Redis calls for the same key. You should check both outside and inside the synchronized block to see if the key is there yet. If two threads both hit that barrier in the else, the first one will put a value in the map .. then the second one will go do it again. The first check keeps you out of the synchronized block, and the second one lets you exit it early.
I'm not entirely convinced that a Concurrent map buys you anything here, since you're managing the puts using synchronization. I might be wrong - there may be black magic around gets that I'm unaware of.
Random convention stuff - Java doesn't use underscores to indicate instance variables. Always use curly braces. Make everything final that you can.