I do have the HTTP_PROXY exported in my terminal session.
Digging a little more on the error, I can see that "docker build" does get the proxy from nthe terminal but it do not pass it to any the internal commands in the Dockerfile.* scripts. For example, "RUN apk" fails because it does not get the proxy.
Docker documentation mentions that the "--build-arg" must be used to pass the proxy to the container been built. But this certainly requires to modify the EdgeX's Makefile.
Is there a better way? or should It open an issue?