For problems related to updating and connections through proxy's there is an solution for it. It is applicable for 3g connections by KPN (dutch telco provider).

If you are fairly savy with your phone, can you edit the file /opt/FeedingIt/config.py , on line 197, and change it from:
return (True, proxy)
to:
#return (True, proxy)

After that FeedingIt is able to update through wifi and 3g.
I got this hint from Slocan (thanks for that again), I'm not exactlly sure what function is hashed out, but it works... Maybe Slocan can enlighten us?