Java and Kotlin by IntelliJ IDEA in VS Code ignores http.proxy: set proxy via JVM arguments

Background/Situation

The IntelliJ language server used by the Visual Studio Code extension runs as a separate JVM process. It does not read the editor's http.proxy / https.proxy values from settings.json, so its outgoing requests bypass the proxy configured for Visual Studio Code.

Question

How can proxy settings be applied to the "Java and Kotlin by IntelliJ IDEA" in Visual Studio Code?

Answer

Pass the proxy configuration to the language server JVM through the intellij.additionalJvmArgs setting in settings.json:

"intellij.additionalJvmArgs": [
    "-Dhttp.proxyHost=127.0.0.1",
    "-Dhttp.proxyPort=9090",
    "-Dhttps.proxyHost=127.0.0.1",
    "-Dhttps.proxyPort=9090"
]

Substitute the host and port of the actual proxy. The arguments are read when the language server process starts, so reload the Visual Studio Code window after changing them.