I guess you are suffering the same bug as us on Gentoo: https://bugs.gentoo.org/show_bug.cgi?id=327595
In summary, epiphany is using proxy set via dconf instead of gconf and, as gnome-control-center-2.32 still only sets it via gconf, settings are ignored. This could probably be solved backporting: http://git.gnome.org/browse/gnome-control-center/commit/?id=2a5eca505ddf0b7023d18f0b96efb811c1532c3d
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