I was caught with the same issue and was trying bypass proxies on Mac.
I removed the proxy from the system level (.bashrc) and Android Studio (gradle.properties). I had no luck!
I found Android Studio unable to bypass the proxy and finally found the proxy was cached in Gradle in the below file.
~/.gradle/gradle.properties
Essentially, to make sure proxy references were muted in all gradle.prorties, including the Gradle cache.
Gradle cache could be find as below (in Android view)