When using the mirror/http/proxy option in a preseed file for the Debian installer, I experienced a problem: The GPG key for a local Apt repository could not be loaded because the installer is using the proxy when downloading the GPG key. This fails, if the proxy is an instance of Apt-Cacher NG (which only allows access to certain well-defined paths).
As it turns out, I am not the first one to experience this problem: There is an open bug in both the Ubuntu and the Debian bug trackers. Unfortunately, these bugs have been open for four years without any significant action.
Luckily, there is a workaround: By specifying a URL starting with "file:///" instead of "http://" in the preseed file, this bug can be avoided. Of course, you have to use a preseed script at the early stage to actually download the file to the specified path. However, this is possible, because the preseed script does not have to use the Apt-Cacher NG proxy.
You might want to add
unset http_proxy to the start of every shell script that you run from the preseed file. This includes scripts that are run through
in-target seems to add this environment variable.