Neo4J Desktop Installation behind proxy

While Installing Neo4J Desktop behind a proxy, the sample Movie database is not being installed , this is because the installer is trying to fetch an yml from, and is not able to reach this address.

Is there a env var or a command line parameter (For Windows & Unix ) we can pass so that the desktop installer can download via proxy?

I know I've had issues with our VPN software (Pulse Secure) interfering with things like this. In my case, I have to temporarily suspend the VPN to get things to retrieve properly.