Resolution
The Git Plugin does not support this specific use case. It will always use the proxy information of the Controller to perform a checkout. See JENKINS-31464 for more details.
You can still bypass the Controller proxy on an agent by deploying on each agent a .gitconfig file that will override the configuration from the Controller.
This article is part of our Knowledge Base and is provided for guidance-based purposes only. The solutions or workarounds described here are not officially supported by CloudBees and may not be applicable in all environments. Use at your own discretion, and test changes in a safe environment before applying them to production systems.