Is there a setting to make the update checker use a proxy server? I looked and can't seem to find anything.
Not currently, no. The main barrier to adding one is that we can't find good information on how to set up the kind of HTTPS proxy environment and auto-config scripts that enterprises tend to use. If anyone has information on how to set up a test environment that matches what's used in the real world, please share the details!
(That said, enterprises that require proxies to access the web also tend to want to manage software updates themselves, and may not want auto-updaters running or wouldn't allow standard users to install updates themselves, which can make the whole thing moot in most situations where a proxy is required.)
Thanks Leo. Greg has told me via email that since I'm the only user of my work computer my dual license is OK to use at work. I just have to download updates manually. I appreciate the reply.
I'm just trying DO 13 (which is great!) and got quite confused too. Because in previous versions there is the setting to do so (Preferences → Internet → Proxy). This is actually quite useful in certain circumstances. Hope this setting will return soon 
We removed it temporarily because it only worked with http and everything Opus does now is via https. It'll come back eventually 
We've added the option back again in 13.6.4 since testing showed it does at least work with some proxies. Please let us know how it goes for you.
I'll give it a shot on my work PC.
This ended up not working with our HTTP proxy.