Ah, yes, I completely misread your post. My apologies.
I'm not aware of any direct way to enter a username/password in SME for a proxy server, but it should be possible with the appropriate custom template fragments. For yum, for example (which would provide software updates),
https://www.centos.org/docs/5/html/yum/sn-yum-proxy-server.html suggests that the following should work, done as root:
mkdir -p /etc/e-smith/templates-custom/etc/yum.conf
cd /etc/e-smith/templates-custom/etc/yum.conf
nano 30proxy
In the new file, enter this:
# The proxy server - proxy server:port number
proxy=http://mycache.mydomain.com:3128
# The account details for yum connections
proxy_username=yum-user
proxy_password=qwerty
...replacing the proxy server, username, and password as appropriate. Then,
expand-template /etc/yum.conf
That should take care of yum. You might as well disable spamassassin, if this machine isn't acting as a mail server. You'd still need to take care of clamav, though. It looks like a similar template fragment for freshclam.conf would do the job.
Isn't it possible to whitelist the IP/MAC address of your SME server on the proxy server?