Without seeing your binding or knowing about you you proxy setup and having actaul URL http v https it is hard to advise. If I assume you are going to https://example.com/api we definitely have a TLS connection.
I’m sorry but Eventing can not natively support a proxy, you will need an external module or more heavy weight a use webserver like nginx in a reverse proxy. We have opened an improvement ticket.
However if you ask your direct sales / field support channel to open a CBSE requesting this feature “Proxy support for Eventing” it will help prioritize implementation and release of the feature.