until now, there's only one way (I think) to run a eggdrop into a proxy (like webproxy, port 3128 etc): tell the bot to connect a psybnc, and the psybnc to proxy and then to the real irc...
maybe some expert of eggdrop and C could get the psybnc source and the part that talk about "using proxy" and make a little module for eggdrops.