I use Selenium 2.35.0 and configure proxy settings like:
DesiredCapabilities cap = new DesiredCapabilities();
org.openqa.selenium.Proxy proxy = new org.openq
When you set a proxy for any given driver, it is set only at the time WebDriver session is created; it cannot be changed at runtime. Even if you get the capabilities of the created session, you won't be able to change it. So the answer is, no, you must start a new session if you want to use different proxy settings.