I have the same problem with the Atom packages behind the proxy. I had to do some npm and git configuration to add http_proxy. It worked for a bit, then the corporate password changed, and I never really updated the buried settings.

I'll probably have a pretty easy time getting the MSFT Visual Studio Code approved for machine installation for devs on my team, even though we're an Eclipse/Java shop. I've been trying to get everyone normalized on a JavaScript editor, since the tools we have in Eclipse are severely lacking.