Does any traffic at all go through the proxy? If so, at what point does it stop?
One thing to keep in mind here is that the helloworld-jms quickstart uses both JNDI and JMS connections and each are implemented independently of each other. The JNDI lookup gets the connection factory stub from the server and then the JMS implementation uses that to make its connection. The JMS connection starts out as HTTP but then "upgrades" (via the HTTP upgrade header) to a non-HTTP connection at which point I wouldn't expect the proxy to be involved anymore.
Currently using default example (jboss-eap-quickstarts-7.0.0.GA\helloworld-jms) but just setting PROVIDER_URL to remote address, no traffic goes through the proxy when java is invoked with httpProxy argument; no connections are made. Can JNDI and JMS be configured to always use HTTP and proxy?
There is expectation by how the browser works on Windows when the system level proxy server is set from the "Internet Properties->Local Area Network (LAN) Settings->Proxy server", all browsers go to the proxy no matter type i.e. either Chrome or IE.
I can't address your question related to JNDI since I don't know much about the implementation, but I can say that I don't think it's possible to route JMS traffic through an HTTP proxy because JMS doesn't use HTTP except for a very short time at the beginning of the connection (and that's true only when it's configured to use an http-connector).
What you say about Chrome and IE makes sense because they both use HTTP. But as I already indicated JMS doesn't work that way.