The proxy used by a specific interface can be configured for connman on the command line with:

connmanctl config <service> --proxy manual <proxy url and port>

Where <service> is the name of the interface and <proxy url and port> is the proxy to be used.

You can list services with connmanctl services:

$ connmanctl services
*AO Wired                ethernet_525400a6d228_cable

So to set the wired ethernet interface from the example above to use a HTTP proxy on at port 3128 this would be:

$ connmanctl config ethernet_525400a6d228_cable --proxy manual

The existing configuration can be seen with connmanctl services <service>.