It appears that git annex importfeed can not be used in with socks proxies because it uses wget unconditionally (at least in the Debian build).

For addurl, I could configure the system to use a socks proxy by setting git config annex.web-download-command "curl --silent --preproxy socks4a://localhost:1080 %url -o %file"; for importfeed, I found no option to override the command used to fetch the URL, and wget lacks SOCKS support.

Please consider using web-download-command for importfeed too, introducing a dedicated option web-get-command (that would output to stdout rather than %file), or otherwise supporting operation behind a SOCKS proxy.