I assume your curl, git, environment variables are already configured to use a proxy. But often gnupg keyservers don't work behind a proxy even if gnupg is configured to use it. The solution is to avoid using gnupg in this case.
Here is the short method when you are not using a proxy:
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# Run https://blackarch.org/strap.sh as root and follow the instructions. $ curl -O https://blackarch.org/strap.sh
# The SHA1 sum should match: 34b1a3698a4c971807fb1fe41463b9d25e1a4a09 $ sha1sum strap.sh