Lync Client Behind A Proxy

Can anyone confirm if the Lync client can be configured to route traffic via a proxy, or to use the proxy settings defined in IE?
I have the following scenario...
The environment is heavily locked down, and PC's only have access to the Internet via a defined IE proxy.  Internal IM, presence and communication all work fine.  We have configured federation with some remote organizations.  IM and presence
works fine to these orgs, but when any A/V or application sharing is attempted, the media fails.  I can see from traces this is when the client tries (and fails) to access the A/V edge of the remote federated parties edge server.
I've looked at the Lync settings, reg settings, group policy ADM and documentation, and cant find anything to a) confirm if this behavior is correct or b) any way to work around it.
There must be other Lync implementations in hardened environments like this.  Opening up outbound ports is out of the question, so what other options do i have?
Dave

Jay, you missed the key word in my last post "internally".  Functionally, everything about the edge server is working fine.  Clients can login internally and externally.  Media flows from internal to external clients is fine.  All SIP/AV/WEBCON
DNS entries are fine in public DNS along with supporting SRV records.  These interfaces are Nat'd and the AV address is correctly assigned.
My problem only occurs when an AV session is attempted with a federated partner...
When any AV or sharing is attempted, from the internal network, to the federated partner, i can see the Lync client attempting to make connections out to the remote federated partners AV edge (something which it will never be able to do as it's behind a
proxy with no direct Internet access).  This is what I'm trying to address.
Should the SIP/AV/WEBCON address exist INTERNALLY
on the corporate DNS servers for internal clients to resolve?  Is this what i have missed?
Is there anyway to instruct the Lync client to route traffic bound for the Internet via a proxy?
Surely there must be someone else with this scenario in a locked down environment?

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