Add a Proxy to your computer via terminal
You can use networksetup.

See man networksetup for a full list.

Run this command via terminal.app

Example: setting http proxies.

sudo networksetup -setwebproxy Wi-Fi proxy.yourdomain 9090

sudo networksetup -setproxybypassdomains Wi-Fi website1, website2, website3


Replace Wi-Fi with the approiate service name (wifi, ethernet, ..).