We facing a problem with the configuration of the plugin on our Jenkins instance.
The problem is, that we cannot connect to the checkmarx server through our configured proxy, because the proxy implementation on the plugin side is broken.

If the no_proxy Jenkins system configuration contains a wildcard entry like *.test and the checkmarx server url is checkmarx.domain.test.io 
no_proxy will be set for this url even though it shouldn't.

The plugin does not check for domains, but instead checks if the word - in that case test - is in the address.

Here ist the affected code block I am referring to.
https://github.com/jenkinsci/checkmarx-plugin/blob/eee31d55fdf1a251531620fec072c0f66eb6f894/src/main/java/com/checkmarx/jenkins/CxScanBuilder.java#L2371-L2386

I tried to connect to the server after I removed the *.test entry from the no_proxy setting and it worked.
As now the connection was established through the proxy.
But as some of our other workflows require the entry, removing it is not an option.

So connecting to the checkmarx server through proxy, with the jenkins plugin, is currently not possible.