pkg.installed with sources doesn't work behind proxy

Description of Issue/Question

When a minion runs behind a proxy, all pkg.installed states succeed, except those that define sources.

Setup

install_osquery:
  pkg.installed:
    - sources:
      - osquery: https://pkg.osquery.io/rpm/osquery-2.10.2-1.linux.x86_64.rpm

Steps to Reproduce Issue

Invoke the above state on the minion behind the proxy,

Logs:

[INFO    ] Running state [install_osquery] at time 15:50:07.614530
[INFO    ] Executing state pkg.installed for [install_osquery]
[DEBUG   ] Requesting URL https://pkg.osquery.io/rpm/osquery-2.10.2-1.linux.x86_64.rpm using GET method
[DEBUG   ] Using backend: requests
[ERROR   ] An exception occurred in this state: Traceback (most recent call last):
  File "/usr/lib/python2.7/site-packages/salt/state.py", line 1905, in call
    **cdata['kwargs'])
  File "/usr/lib/python2.7/site-packages/salt/loader.py", line 1830, in wrapper
    return f(*args, **kwargs)
  File "/usr/lib/python2.7/site-packages/salt/states/pkg.py", line 1548, in installed
    **kwargs)
  File "/usr/lib/python2.7/site-packages/salt/states/pkg.py", line 716, in _find_install_targets
    cached_path = __salt__['cp.cache_file'](val, saltenv=kwargs['saltenv'])
  File "/usr/lib/python2.7/site-packages/salt/modules/cp.py", line 500, in cache_file
    result = _client().cache_file(path, saltenv, source_hash=source_hash)
  File "/usr/lib/python2.7/site-packages/salt/fileclient.py", line 193, in cache_file
    path, '', True, saltenv, cachedir=cachedir, source_hash=source_hash)
  File "/usr/lib/python2.7/site-packages/salt/fileclient.py", line 734, in get_url
    **get_kwargs
  File "/usr/lib/python2.7/site-packages/salt/utils/http.py", line 349, in query
    method, url, params=params, data=data, **req_kwargs
  File "/usr/lib/python2.7/site-packages/requests/sessions.py", line 465, in request
    resp = self.send(prep, **send_kwargs)
  File "/usr/lib/python2.7/site-packages/requests/sessions.py", line 573, in send
    r = adapter.send(request, **kwargs)
  File "/usr/lib/python2.7/site-packages/requests/adapters.py", line 415, in send
    raise ConnectionError(err, request=request)
ConnectionError: ('Connection aborted.', error(110, 'Connection timed out'))

Versions Report

$ salt --versions-report
Salt Version:
           Salt: 2018.3.2
 
Dependency Versions:
           cffi: 1.10.0
       cherrypy: unknown
       dateutil: Not Installed
      docker-py: Not Installed
          gitdb: Not Installed
      gitpython: Not Installed
          ioflo: Not Installed
         Jinja2: 2.8.1
        libgit2: 0.26.0
        libnacl: Not Installed
       M2Crypto: Not Installed
           Mako: Not Installed
   msgpack-pure: Not Installed
 msgpack-python: 0.4.6
   mysql-python: Not Installed
      pycparser: 2.18
       pycrypto: 2.6.1
   pycryptodome: Not Installed
         pygit2: 0.26.0
         Python: 2.7.14 (default, Jan 31 2018, 02:12:13)
   python-gnupg: Not Installed
         PyYAML: 3.11
          PyZMQ: 14.5.0
           RAET: Not Installed
          smmap: Not Installed
        timelib: Not Installed
        Tornado: 4.2.1
            ZMQ: 4.0.5
 
System Versions:
           dist: centos 6.10 Final
         locale: UTF-8
        machine: x86_64
        release: 2.6.32-696.16.1.el6.x86_64
         system: Linux
        version: CentOS 6.10 Final

I export the https_proxy, http_proxy and no_proxy env vars in file /etc/profile.d/proxy.sh. Also, using the requests backend.
Observing the logs of our proxy server, other requests that are going out to the internet appear normally. The above, problematic request never reaches our proxy server.

Start with salt/states/pkg.py in _find_install_targets, then follow cp.py cache_file into salt/fileclient.py get_url and salt/utils/http.py query. Reproduce the pkg.installed state with the osquery source behind the configured proxy and compare its request path with the logs. Done means the source package request uses the proxy and the state succeeds.