When you setup a proxy in front of Jira, there are steps you need to take both to Jira's configuration and the proxy's configuration in order to make sure that this connection works as expected.
As a general outline, I'd recommend trying to walk through the guide Proxying Atlassian server applications with Apache HTTP Server (mod_proxy_http)
It's a generalize guide you can use to proxy most Atlassian applications with an Apache HTTP server. I am not sure what proxy type your environment is using, but there are also other more specific guides for nginx, iis, etc.
I suspect that the proxy might have been setup to redirect to the correct address, but that Jira's own $JIRAINSTALL/conf/server.xml file has not yet been updated to make sure that the connector that proxy is redirecting traffic to is aware of this redirection. Try checking the <Connector> tags to see if you have more than one connector, note what port they use, and also see if they have the proxyName, proxyPort, scheme parameters listed and what values these have. By default Jira won't use these parameters in the connector if you are not using a proxy (ie just using Jira's own tomcat to serve up content).
If you have to make changes to this file to match up with that guide above, you will need to save that file and restart Jira for these changes to take effect.
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