Docker daemon answers '404 page not found' after update

It's a new 1.5 feature, a guy from docker (@icecrime on twitter) has confirmed it. the documentation is up to date : https://github.com/docker/docker/pull/10192/files

So you don't have to cleanly solve it. This is the right way to use docker behind a proxy.

Do you know where this problem really come from?

The problem comes from the fact that docker needlessly (one could argue erroneously) tries to use proxy (if specified by HTTP_PROXY or HTTPS_PROXY environment variables) to access local unix domain socket at /var/run/docker.sock.

And how to cleanly solve it?

This was fixed in version 1.6.0 by not trying to use proxy in this case. As a result there's no need to add /var/run/docker.sock to NO_PROXY environment variable any more.