You only defined Proxy for http, not https:
http://gatling.io/docs/2.0.0-RC5/http/http_protocol.html?highlight=proxy#proxy-parameters
Proxy("myProxyHost", httpProxyPort).httpsPort(httpsProxyPort)
You only defined Proxy for http, not https:
http://gatling.io/docs/2.0.0-RC5/http/http_protocol.html?highlight=proxy#proxy-parameters
Proxy("myProxyHost", httpProxyPort).httpsPort(httpsProxyPort)