Can't set proxy in dockerfile
If you do have a proxy set in your normal environment (meaning no in a docker build, but for your host OS), double-check its https_proxy value.
An https_proxy URL should be the same as an http_proxy one: it should start with http.
Not https.
Do first a simple test in a simplified Dockerfile (curl www.google.com for instance)
Then, see also pip issue 1805 which shows how pip can use a proxy.
The solution was to add DNS entries to /etc/docker/daemon.json.