You may only need the environment or the command-line parameter to force Discord to use a proxy. It doesn't hurt to use both
So if you're behind a firewall and need to go through, e.g. an SSH dynamic port forward (a SOCKS5 channel inside an SSH session) you can use the following:
$ nohup ssh -D1080 proxy_server &
$ http_proxy=socks5://127.0.0.1:1080 https_proxy=socks5://127.0.0.1:1080 /opt/Discord/Discord --proxy-server="socks5://127.0.0.1:1080"