The ntpd script supports ntpd_env option (and ntpd_env_file in 12.0-STABLE). But ntpd_fetch_leapfile() subroutine doesn't support ntpd_env option.
So it's impossible to fetch the leapfile via a proxy (HTTP_PROXY variable for the fetch).
(In reply to Boris Korzun from comment #0)
Were you ever able to fix this "nicely"?
We have a couple of FreeBSD 12.1 hosts that rely on a proxy for their internet access. They suffer from this issue as well.