I have the same problem and it's frustrating as can be.
What happens to me is that When I bring my laptop to work, and put it on the work network and launch Safari, Safari informs me that each of my plugins is invalid and then uninstalls them - I'm effectively not able to use any plug ins at work, and I have to go hunt them down when I get back home (for reference, The extensions are still physically in \users\me\Library\Safari\Extensions - so when I get home I can just double click on all of them)
I opened a case with apple and I encourage you to do the same. Perhaps if enough users complain they will find a gentler way to work with it.
They had me do a capture and after analyzing it said it was an issue with the work network and not being able to valdate the extensions.
It sounds like the same issue you have - as my work network uses a proxy as well.
The rep suggested that I use a different browser at work, but I'm so used to clicking safari, that I do it out of habit.
I really like Safari, and hope they get it fixed - Safari may not get respect in the windows world, but it's really a great browser - especially on a laptop where screen real estate is limited (where I often hit command-shift-\ to hide the address bar to see more of the page)
-Jack
