You may only need the environment or the command-line parameter to force Discord to use a proxy. It doesn't hurt to use both
So if you're behind a firewall and need to go through, e.g. an SSH dynamic port forward (a SOCKS5 channel inside an SSH session) you can use the following:
$ nohup ssh -D1080 proxy_server &
$ http_proxy=socks5://127.0.0.1:1080 https_proxy=socks5://127.0.0.1:1080 /opt/Discord/Discord --proxy-server="socks5://127.0.0.1:1080"
| wget -m -np -a example.com_$(date +%Y%m%d).log -e robots=off -nv --adjust-extension --convert-links --page-requisites --reject-regex='(\?action=mlist|\?action=help|\?action=search|\?action=login|\?action=dlattach|\?action=reminder|\?action=register|\?action=credits|\?action=who|\?action=recent|\?action=celendar|\?action=stats|\?action=printpage|\?action=verificationcode|\.msg|sort[,=].+|prev_next[,=].+|wap2|action=\.xml|PHPSESSID)' http://example.com/ |