Set network proxy by group on Open Directory
Yes.

You will have to use Profile Manager and manage the settings on the Mac. Set up a default profile with the default proxy settings for the managed Mac.

You can then set the profile for any of the groups you create in Open Directory to override those settings.

A Profile Manager tutorial is a little beyond an answer here but check out:

http://www.apple.com/au/support/lionserver/profilemanager/

and 

http://krypted.com/mac-security/configuring-using-profile-manager-2-in-os-x-mountain-lion-server/

For the Ethernet proxy settings you will have to use a Custom Settings payload. The Ethernet proxy settings are in /Library/Preferences/SystemConfiguration/preferences.plist so you will have to import them once with no proxies set then set the proxies and import them into the second profile.

You will find Custom Settings at the bottom of the settings list on the left of the Profile Manager screen.