Hello,
if you set a system proxy through the network settings, the Lightstreamer client (both iOS and OS X) will obey and use the proxy. If you need to override the system proxy settings, at the moment it's not supported. The Lightstreamer client internally makes use of Objective-C communication APIs, which do not support a proxy setting (as per Apple limitations, see:
Networking Overview: Making HTTP and HTTPS Requests).
Best regards,
Gianluca