How to prevent VSCode to inherit the proxy environment variables?

Question

I use VSCode behind a corporative proxy that authenticates using NTLM. Since version 1.15 VSCode understands NTLM protocol and no proxy configuration is necessary for it to access the internet \o/.

Unfortunately not all tools understand NTLM and I still need to use the crash prone cntml local proxy for authentication.

If there's no proxy configuration in VSCode, it works fine, but if I have the environment variables http_proxy and https_proxy defined, they will be inherited and VSCode will use them to install and update extensions.

I want to have the proxy env variables defined inside my VSCode terminal so my command line tools use cntlm to connect to the internet, but I don't want VSCode to use cntlm. It should go directly to the corporate proxy giving me a more reliable connection.

How to prevent VSCode to inherit the https_proxy environment variable while still using the Windows configured corporative proxy?

Note that I want to open a terminal inside VSCode and the proxy variables should be defined inside it.

I start VSCode clicking in Windows Taskbar icon and use bash as my terminal.

BTW, I just discovered that this question isn't very useful, since the extensions don't use the same proxy that VSCode uses. I'd be able to upgrade or install extensions, but extensions like GitHub Copilot would still need to go through the local proxy to access internet. There's a 2016 open bug to fix this.