In 2.5.8 and released 2.6.0 Beta 2 versions Spark is only able to connect via proxy with SOCKS anonymous connection. HTTP (both authenticated and anonymous) as well as SOCKS authenticated doesnt work.
In the latest SVN (11071) Spark is not obeying proxy settings at all. One can enter any not existing proxy host and Spark will eventually connect to jabber server directly. There is no way to test if 2.5.8 issues are still present because of this new issue.