Add the following property to oxmessenger.properties:
com.openexchange.messenger.secure.ssl

It will default to true and require being set to true when using an HTTP proxy for the outbound connections to the Messenger backend API.

When set or defaulting to true, a secure SSL verification will be performed against the trusted issuer certificate bundle of the JRE (see comments in oxmessenger.properties for further details).

It is also required to circumvent an issue with using SSL connections without certificate chain verification in combination with using an HTTP proxy for the connections between the Messenger provisioning component in the AppSuite backend and the Messenger backend API server.