Can a java.net.Proxy object be used to connect to Primavera Web Services using the java stub classes

The normal way of connecting to P6 Web Services is fairly simple

     URL wsdlURL = new URL("https://my.location.com:8206/p6ws/services/ProjectService?wsdl");

     ProjectService ps = new ProjectService(wsdlURL);

     ProjectPortType pt = ps.getProjectPort();

and then using the port created in this way is also fairly straightforward. The problem is that the P6 Web Services server is exposed via SAP Cloud Connect and in order to connect a java.net.Proxy is needed. So if I were connecting to the server directly (bypassing the Web services Java api) I would create the URL as above, but a call to URL.openConnection() would fail, but I would have to use URL.openConnection(java.net.Proxy) instead.