The gpg4win compendium claims that a keyserver proxy can be configured in
kleopatra. http://www.gpg4win.de/doc/en/gpg4win-compendium_22.html

This does not work currently (ever?) Kleopatra replaces the url in that case
with an empty string.

We should fix this in the compendium and keep it in mind when we change the
config dialog next time.

I don't think it makes sense to add a hack to make it work as documented because
this is completely unintuitive. (Imho)