I'll let someone from ChromeOS comment authoritatively, however I think the problem you are running into is that proxy settings may be per profile.

In which case, you won't have your user's proxy settings in effect until you sign in as that user. Login and guest therefore use different settings.

Does that sound like your issue?

@eroman@chromium.org  yes i guess that looks the case, but for people live behind a firewall like me, like millions of chinese , its really a big issues.

currently i'd make a tranparent proxy mode on my router, but this is just for experienced user, so many ordinary user couldnt use chromebook just because this, i hope you could solve this, after that, people could just use any of a public or private socks5 proxy server to enjoy chromeos especially you were now had android support

I'll rephrase this bug as a feature request to have global (as opposed to per-profile) proxy settings.

FWIW, we expose proxy settings to extension APIs. Users who need the same settings on multiple profiles and don't want to repeatedly set them up manually could use such an extension. (Though of course, they still have to install it in each affected profile)