[BUG] Issues using Dependency-Review behind restrictive proxy

[i-cannot-figure-out-a-good-nick]

Describe the bug
We have a Github Enterprise server installed and working behind a proxy, when running Dependency Review Action it fails whilst trying to access deps.dev. There is a proxy server that we have added allow-listings for both api.deps.dev and the scorecard API.

Expected behavior
The action should be able to pull the version information from the api.deps.dev API

Screenshots
We have a step in our workflow (example below) that checks if we can reach the API without providing any additional proxy settings in the step (it is added globally):

Action version
Tested with:

• Latest
• 4.3.X (found references that there was a proxy setting backtracked)

Examples

---
name: 'Dependency Review'
on: [pull_request]

permissions:
  contents: read
  pull-requests: write

jobs:
  dependency-review:
    runs-on: [code-scanning]
    steps:
      - name: 'Checkout Repository'
        uses: actions/checkout@<any commit SHA>

      - name: 'Test remote APIs'
        run: |
          curl -L https://api.deps.dev/v3/systems/npm/packages/%40colors%2Fcolors/versions/1.5.0 | jq

      - name: 'Dependency Review'
        uses: actions/dependency-review-action@<any commit SHA>
        with:
          fail-on-severity: critical
          comment-summary-in-pr: always
          license-check: true
          vulnerability-check: true
...

Failed step log

##[debug]Getting deps.dev data for org.apache.logging.log4j:log4j-core 2.12.4
Error: fetch failed

Working curl step

##[debug]Loading env
Run curl -L https://api.deps.dev/v3/systems/npm/packages/%40colors%2Fcolors/versions/1.5.0 | jq
##[debug]/usr/bin/bash -e /runner/_work/_temp/c8252840-6421-4eb5-9d89-9feb5ae0cbc2.sh
  % Total    % Received % Xferd  Average Speed   Time    Time     Time  Current
                                 Dload  Upload   Total   Spent    Left  Speed

  0     0    0     0    0     0      0      0 --:--:-- --:--:-- --:--:--     0
100   816  100   816    0     0   4775      0 --:--:-- --:--:-- --:--:--  4800
{
  "versionKey": {
    "system": "NPM",
    "name": "@colors/colors",
    "version": "1.5.0"
  },
  "publishedAt": "2022-02-12T07:39:04Z",
  "isDefault": false,
  "licenses": [
    "MIT"
  ],

Additional context
It feels like TS/NodeJS is not using the proxy settings.