Below is how to configure the following settings to be set via the autodiscover service for outlook anywhere.
To configure "use this URL to connect to my proxy server for Exchange:"
Set-OutlookProvider EXPR -Server "enter address here"
To configure the "Only connect to proxy servers that have this principal name in their certificate box" use:
Set-OutlookProvider EXPR -CertPrincipalName "msstd:address that appears as primary on certificate"