Exchange 2013 CAS ignoring "set-exchangeserver -InternetWebProxy"

Hi,

I'm currently trying to create a trust relation with Microsoft Federation Gateway. 

My 2 CAS server are firewalled from internet and we are using a proxy to connect internet HTTP & HTTPS

Reading some Technet article, I add the following in Exchange management shell :

Get-ClientAccessServer | Set-ExchangeServer -InternetWebProxy http://1.2.3.4:1234

Checking it works with : Get-exchangeServer | Format-list

But when I tryto create the federation trust I get the following error :

VERBOSE: [19:16:00.553 GMT] New-FederationTrust : Failed to retrieve Federation Metadata from the Microsoft Federation
Gateway. This operation will be retried in a few seconds.Last error: System.Net.WebException: Unable to connect to the
remote server —> System.Net.Sockets.SocketException: No connection could be made because the target machine actively
refused it 157.56.58.22:443

So it's seems it is ignoring my proxy configuration.

Additional data :

Using Internet Explorer I can access internet with the proxy.

All exchange serveur are 2013 WITHOUT CU1

Any help will be highly appreciated.