STSApi does not go through proxy

STSApi does not understand that the server uses a proxy. And the connection does not go through the proxy.

STSApi api = ContextBuilder.newBuilder(STS_API)
.modules(modulesBuilder.build())
.credentialsSupplier(() -> credentials).buildApi(STSApi.class);

api.assumeRole(ROLE_ARN,STS_SESSION_NAME, getAssumeRoleOptions());

Also if .overrides() is added to the STSApi with properties that consists of information about the proxy, it fails again with different error:
Query-string authentication requires the Signature, Expires and AWSAccessKeyId parameters