Connect to Jenkins Node over socks proxy

Basing on this article and Java docs you would have to start your Jenkins with some additional flags, here are the docs:

SOCKS This is another type of proxy. It allows for lower level type of tunneling since it works at the TCP level. In effect, in the Java(tm) platform setting a SOCKS proxy server will result in all TCP connections to go through that proxy, unless other proxies are specified. If SOCKS is supported by a Java SE implementation, the following properties will be used:

socksProxyHost (default: <none>)The hostname, or address, of the proxy server.socksProxyPort (default: 1080)The port number of the proxy server.socksProxyVersion (default: 5)The version of the SOCKS protocol supported by the server. The default is 5 indicating SOCKS V5, alternatively 4 can be specified for

SOCKS V4. Setting the property to values other than these leads to unspecified behavior.

java.net.socks.username (default: <none>)Username to use if the SOCKSv5 server asks for authentication and no java.net.Authenticator instance was found.java.net.socks.password (default: <none>)Password to use if the SOCKSv5 server asks for authentication and no java.net.Authenticator instance was found.

It would most likely look like this

java -DsocksProxyHost=some.proxy.host -jar jenkins.war

Assuming that you use the documentation defaults.