As a workaround, you can set these values in /home/nemo/.mozilla/mozembed/prefs.js (make sure the browser is not running!):
Example:
user_pref("network.proxy.http", "127.0.0.1");
user_pref("network.proxy.http_port", 8118);
user_pref("network.proxy.no_proxies_on", "localhost, 127.0.0.1, 192.168.0.0");
user_pref("network.proxy.proxy_over_tls", false);
user_pref("network.proxy.type", 1);