I found a way to configure a http proxy:
proxyHost, proxyPort: Set these options to route data to the controller through a proxy server. The proxyHost is the host name or IP address of the proxy server. The proxyPort is the proxy server's HTTP or HTTPS port, whichever you are using. If you set the host you must set the port as well.
source: https://docs.appdynamics.com/display/PRO41/Install+the+Node.js+Agent
but its still waiting for connection. =(