Evan you can try the following:
lo = CREATEOBJECT('mssoap.soapclient')
lo.mssoapinit('your wsdl location')
lo.ConnectorProperty("UseProxy") = .t.
now you can do your call
by default soap doesn't use a proxy you need to state after every mssoapinit that you want to use a proxy.
the UseProxy is Boolean property that specifies whether a to use a proxy server. By default, this property is set to False indicating that a proxy server should not be used. Set this property to True if you want to use a proxy server.
If you set this property to True and don't specify the ProxyServer property, then the HttpConnector uses the proxy server set in the default settings of Microsoft® Internet Explorer.
In this release, the HttpConnector ignores the "Bypass Proxy" settings in Internet Explorer
This was taken from the soap user guide help file.
WE developers have a statement that we normally say to the user that is RTFM, but we sometimes forget to do the same.
Alexandre Palma
Senior Application Architect