MinGW installer not working with proxy

Situation
I want to install minGW and msys on a work pc, but I'm behind a proxy. The proxy settings are configured to auto detect in both internet explorer and firefox. The proxy is a http proxy on port 80 that requires authentification.
I also have the url of the proxy and a .pac configuration script.
The system is windows 7 64 bit.

Problem
MinGW setup does not recognize the proxy settings and therefore cannot download any packages for installation.

What I've tried so far
I've tried changing the proxy settings in the internet explorer's internet options from auto detect to manual setup. I've also tried running the installer through proxifier. Both didn't work.

Solution 1:

New MSYS2 finally has proxy capabilites

The new MSYS2 now uses pacman, the package manager from the arch linux project, to manage both msys and mingw packages. Pacman is capable of using authenticated http(s) proxies, see this article in the Arch Linux wiki for more information.
I added the following lines to \msys64\etc\profile:

# proxy settings
export HTTP_PROXY="username:[email protected]:port"
export HTTPS_PROXY=$HTTP_PROXY
export http_proxy=$HTTP_PROXY
export https_proxy=$HTTP_PROXY

and I can now finally install and update minGW and msys packages using pacman through the authenticated http(s) proxy here.