Monitor external websites using internal collectors

We have a need to monitor external websites using our internal Lomo collectors, not using the monitoring in the Services tab. We need to use our internal collectors to best test from the perspective of our users. When monitoring external websites from our internal collectors, it is preferable that the monitoring traffic goes through our proxy. This best mimics the path our users/services take and would be the most accurate way to monitor their experience. If there is a proxy failure, the monitor would catch that. I found out that the collectors do not work this way. If I set the proxy.enable=true in the agent.conf, only the SSL communications with Lomo occurs through our proxy. Any external website monitoring still goes direct, bypassing our proxy. Is there anyone able to monitor external website from their internal collectors and going through their proxy? How do you do it? Can using a script do what I need?

Thanks,