Hi Rafay,
Proxies can be tricky.
There's no Firebase specific proxy configs, but you might be able to configure system level proxy settings.
The specific steps depend on what version of Android you use and may depend on manufacturer specific software, but if you're using a vanilla 4.3 or 4.4 device, this
Stack Overflow has some steps that work.
Once you get the proxy configured, it will still have to be configured to allow the connection. If you get it set up and it still does not work, you'll need to work with the team that manages the proxy to allow traffic to your Firebase.
Cheers,
Jenny