I assume your curl, git, environment variables are already configured to use a proxy. But often gnupg keyservers don't work behind a proxy even if gnupg is configured to use it. The solution is to avoid using gnupg in this case.
Here is the short method when you are not using a proxy:
# Run https://blackarch.org/strap.sh as root and follow the instructions.
$ curl -O https://blackarch.org/strap.sh
# The SHA1 sum should match: 34b1a3698a4c971807fb1fe41463b9d25e1a4a09