Welcome to the postman community!
Since you are running your collections via the newman command line, the only way you can run it via the proxy is to set up the proxy at the system level (OS), as noted in the postman doc below.
Since I am not sure what OS you are running these collections on, I wouldn’t which way to exactly do it.
Here is a link on how to set up a proxy in Windows:
Linux will vary depending on your OS, but the process should be relatively similar.
Hope this helps!