the web services call will be made by the database server, so authentication isn't just an issue for APEX, but you would give the host running the database server access.
APEX itself only supports the simple proxy case just to provide the basic functionality.
Depending on which web server you use to host APEX, you might be able to let that host pass your proxy attributes with the request (e.g. when using OHS, you could put the values into PlsqlCGIEnvironmentList), though I'm not sure whether they are forwarded for web service requests automatically or if you have to build your own process to extract the value from the CGI environment and add it to the web service call.
Another option could be to start building the process in your own process right away. The database has the API-package UTL_HTTP which can be used to perform the proxy authentication (utl_http.set_authentication with for_proxy => true)
Have a look on these pages:
- example for a request including proxy and authentication (with the little change to be "for proxy") http://www.oracle.com/technology/sample_code/tech/pl_sql/htdocs/x/Utl_Http_Package_Enhancements/Cr_Using_Utl_Http.htm
- a nice overview on the package methods: http://psoug.org/reference/utl_http.html