As for the second, no. I'm talking about the CPAN mirror setting, like getting the CPAN from http://www.cpan.org/ when I'm online, or getting it from my file:///Users/merlyn/CPAN/ when I'm offline. In CPAN.pm, that's a simple "o conf urllist unshift BLAH". But there appears to be only a very truncated list of settings in CPANPLUS (so far?), and "current CPAN" is not one of them.
It has nothing to do with FTP proxy settings.