Firstly have you raised this with your support guys, if you've got a proxy you've likely got rules around installing software. But there should a procedure to follow somewhere.
Two things you can do.
Download composer on your home machine to find out what the extra components are that it requires. Then find standalone installers for those components and install them first. i.e. if you've already got all the bits, then it might not need to download them.
Contact the developer see if they can publish/create a full installation package for you.