Old thread, but not a bad question at all.
Today I needed to install fresh FreeBSD as quickly as possible, i.e. just run the installer and get the system up ASAP. It's a test VM on my notebook at work. All connections are going through proxy.
With sysinstall you could set the proxy in options (proxy server to use when fetching tarballs).
But with new installer you don't. Or at least I was not able to find it. I tried to google around a bit, but I had my mind set on different task than this.
I had to go to shell and do it manually. Not a problem, that's the way I usually do a fresh installation anyway. But it's not that comfortable and not that fast if you don't do it every day.