This is just the preferences nothing has been done to the actual global proxy options. To configure those you'll need to edit prefs.xml manually until they are updated to gsettings.
I also made the rows in the preferences not focusable and split up pidgin_proxy_prefs_init for readability.

Set all values via the preference page and verified they were saved properly in the prefs file. I also verified the mappings for the type and set all of them via the preference page and verified that it was saved properly in the preference file.
I also manually modified the preferences file and verified that the changes were made immediately in the running program. I also set an invalid value for the type enum, which then fell back to it's default value of "No Proxy".