Fetching keys via WKD does not work in isolated environments where DNS server is unavailable and the only method connecting to the outside world is via http_proxy. The relevant portion of dirmngr log is:
2019-10-17 16:28:05 dirmngr[17548] listening on socket '/tmp/gpg/S.dirmngr' 2019-10-17 16:28:05 dirmngr[17549.0] permanently loaded certificates: 141 2019-10-17 16:28:05 dirmngr[17549.0] runtime cached certificates: 0 2019-10-17 16:28:05 dirmngr[17549.0] trusted certificates: 141 (140,0,0,1) 2019-10-17 16:28:05 dirmngr[17549.6] handler for fd 6 started 2019-10-17 16:28:05 dirmngr[17549.6] DBG: chan_6 -> # Home: /tmp/gpg 2019-10-17 16:28:05 dirmngr[17549.6] DBG: chan_6 -> # Config: /tmp/gpg/dirmngr.conf 2019-10-17 16:28:05 dirmngr[17549.6] DBG: chan_6 -> OK Dirmngr 2.2.17 at your service 2019-10-17 16:28:05 dirmngr[17549.6] connection from process 17546 (0:0) 2019-10-17 16:28:05 dirmngr[17549.6] DBG: chan_6 <- GETINFO version 2019-10-17 16:28:05 dirmngr[17549.6] DBG: chan_6 -> D 2.2.17 2019-10-17 16:28:05 dirmngr[17549.6] DBG: chan_6 -> OK 2019-10-17 16:28:05 dirmngr[17549.6] DBG: chan_6 <- WKD_GET -- infrastructure@gentoo.org 2019-10-17 16:28:05 dirmngr[17549.6] DBG: dns: libdns initialized 2019-10-17 16:28:05 dirmngr[17549.6] DBG: dns: resolve_dns_name(openpgpkey.gentoo.org): Server indicated a failure 2019-10-17 16:28:05 dirmngr[17549.6] DBG: dns: getsrv(_openpgpkey._tcp.gentoo.org): Server indicated a failure 2019-10-17 16:28:05 dirmngr[17549.6] command 'WKD_GET' failed: Server indicated a failure <Unspecified source> 2019-10-17 16:28:05 dirmngr[17549.6] DBG: chan_6 -> ERR 219 Server indicated a failure <Unspecified source> 2019-10-17 16:28:05 dirmngr[17549.6] DBG: chan_6 <- BYE 2019-10-17 16:28:05 dirmngr[17549.6] DBG: chan_6 -> OK closing connection 2019-10-17 16:28:05 dirmngr[17549.6] handler for fd 6 terminated
FWICS, dirmngr is trying to perform a DNS lookup for the more fancy WKD method. However, when the lookup results in server failure, it aborts immediately rather than going for the proxy as if the lookup resulted no entries.