I have just tried using HTTP_PROXY for GitDependencies on Linux and it picked it up…
A few more ideas to test:
- Paste the same URL it is failing with (currently http://cdn.unrealengine.com/dependencies/2369826-2acd3c361c9d4a858bd63938a2ab980e/07a88f4f32dff82062e33545b17b0011c4f3242b) to your browser - can you get it from there or do you also get 403?
- Try downloading with curl or wget
export http_proxy=<your proxy>
wget http://cdn.unrealengine.com/dependencies/2369826-2acd3c361c9d4a858bd63938a2ab980e/07a88f4f32dff82062e33545b17b0011c4f3242b
That said, script should be fixed to fail when GitDependencies.exe fail. I did the change in the main (master) branch.