I solved this finally , in download or check update in CA case, the dynamix plugin manage use wget to download file,
it seems http_proxy=http://username:password@proxyserver:port /usr/local/sbin/emhttp & can't effect it.
so ,the method is , create a new file .wgetrc in /root and the content is
use_proxy=yes
http_proxy=http://10.0.0.2:7890
https_proxy=http://10.0.0.2:7890
wait=10
, it works for me , on unraid 6.11.1. @zestyboy