git-annex can proxy for remotes that are accessed locally or over ssh, as well as special remotes. But, it cannot proxy for remotes that themselves have a annex+http annexUrl.
This would need a translation from P2P protocol to servant client. Should not be very hard to implement if someone needs it for some reason.
Also, git-annex could support proxying to remotes whose url is a P2P address. Eg, tor-annex remotes. This only needs a way to generate a RemoteSide for them.
(This is a deferred item from the git-annex proxies megatodo.) --Joey