We figured out that while connecting applications (like owncloud) to collabora online, it will connect to loolwsd on port 9980. But, apparantly there are also connections back to the host where it recieved its requests from. If you want to redirect this traffic through a proxy, this is not possible at the moment.

We have multiple servers, here are the tcp connections which are neccessary:
world > owncloud.example.com
world > collabora.example.com
owncloud.example.com > collabora.example.com on port 9980
collabora.example.com > collabora.example.com on port 443

I now solved it myself to add owncloud.example.com to the host file of the collabora server, so that the traffic will go directly to the host and not needed to go through a proxy. 

But it would be great to have a proxy option in loolwsd.xml.

Thanks in advance!

And thanks to Pranav for troubleshooting on this issue :-)