What do I need to do if I'm behind a proxy?

Put your proxy server settings in /etc/environment like this:

export http_proxy=https://server:port
export https_proxy=https://server:port
export ftp_proxy=https://server:port

If you're going to run something using sudo, remember to use the "-i" option to force it to process the environment variables. For example:

sudo -i bash /path/to/security-onion-upgrade.sh