I am not connecting through a proxy server, so I have no way to test it, but I think you should use the local WSDL file to load the type provider in the constructor.
Try downloading the WSDL schema (from http://msrmaps.com/TerraService2.asmx?WSDL ) and save it in a local file (for example, C:\temp\terra.wsdlschema). Then you can write:
open Microsoft.FSharp.Data.TypeProviders
type Terra = WsdlService< ServiceUri="N/A", ForceUpdate = false,
LocalSchemaFile = @"C:\temp\terra.wsdlschema">
let terra = Terra.GetTerraServiceSoap()
terra.GetPlaceList("New York", 1, false)
ServiceUri , , ForceUpdate=false. WSDL. , , , - ( , - GetTerraServiceSoap).
, ( ), , .