Generally, the Git proxy configuration depends on the Git Server Protocal you use. And there're two common protocals: SSH and HTTP/HTTPS. Both require a proxy setup already. In the following, I assume a SOCKS5 proxy set up on localhost:1080. But it can also be a HTTP proxy. I'll talk about how to set up a SOCKS5 proxy later.
When you do git clone ssh://[user@]server/project.git or git clone [user@]server:project.git, you're using the SSH protocal. You need to configurate your SSH client to use a proxy. Add the following to your SSH config file, say ~/.ssh/config:
ProxyCommand nc -x localhost:1080 %h %p