Hello,
The HTTP Client uses the TsgcIdHTTP class, which inherits from TIdHTTP. This class, has a property called "Proxy", it has been added on latest beta. If you get an error that Proxy property is not found when you try to compile, most probably the project is pointing to a old sgcWebSockets version. You can open the unit sgcHTTP_Client.pas and verify that TsgcIdHTTP class has the Proxy property.
Try to verify that the project is pointing to the correct paths or try to uninstall and reinstall again the packages.
I hope this helps.
Kind Regards,
Sergio