In the new Server Manager of the current NethServer version 7.7.1908 a username and password is required in the upstream proxy configuration. In the old Server Manager it works as usual without entering username and password.
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Welcome @BitStream and thank you for reporting the issue!
The bug is confirmed and tracked here: https://github.com/NethServer/dev/issues/5863
You can find the fix linked inside the issue.
To install on your machine:
yum --enablerepo=nethserver-testing update nethserver-cockpit
Please report back! 
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Thank you @giacomo!
I have just tested it again on a fresh installation. The fix you mentioned fixes the problem, now everything works as expected.
Super fast support and troubleshooting, that’s great!
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Thank you for the quick test!
The fix has been released and will be soon available in all mirrors.
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