If I configure proxy through JAVA_OPTS:
-Dhttps.proxyHost=-Dhttps.proxyPort= -Dhttp.proxyUser= -Dhttp.proxyPassword= -Dhttp.proxyHost= -Dhttp.proxyPort= -Dhttps.proxyUser= -Dhttps.proxyPassword=

to my proxy which is NTLM (no domain used) i cannot connect to my gitlab instance.

If I run CNTLM (http://cntlm.sourceforge.net/) and set proxy to localhost it works

When I look at the code of gtihub branch source plugin I see no reference to NTLM options of gitlab4j (https://github.com/gitlab4j/gitlab4j-api/blob/master/README.md) :

// Log in to the GitLab server using an NTLM (Windows DC) proxy Map<String, Object> ntlmProxyConfig = ProxyClientConfig.createNtlmProxyClientConfig( "http://your-proxy-server", "windows-username", "windows-password", "windows-workstation", "windows-domain"); GitLabApi gitLabApi = new GitLabApi("http://your.gitlab.com", "YOUR_PERSONAL_ACCESS_TOKEN", null, ntlmProxyConfig);

If you fix this bug please take into account the possibility of not having domain, maybe with  this syntax \username (not sure it is working in Jenkins core neither)?