The proxy used by a specific interface can be configured for connman on the command line with:
connmanctl config <service> --proxy manual <proxy url and port>
Where <service> is the name of the interface and <proxy url and port> is
the proxy to be used.
You can list services with connmanctl services:
$ connmanctl services
*AO Wired ethernet_525400a6d228_cable
So to set the wired ethernet interface from the example above to use a HTTP
proxy on 127.0.0.1 at port 3128 this would be:
$ connmanctl config ethernet_525400a6d228_cable --proxy manual http://127.0.0.1:3128/
The existing configuration can be seen with connmanctl services <service>.