corrected:
In the case where the parseUrl fails, it will end up running url.Parse() twice .
maybe the line above could be changed to something like:
if (envVar.Name == "http_proxy" || envVar.Name == "https_proxy") && envVar.Value != "" {
in that case you wouldn't need to create the set and the extra nested if. lmk if you want to chat.

I have a set here so that I can handle the different cases for the environment variable names.
I have consolidated this however so that url.Parse is not called twice.

I'm good with this as is, since it works. But there are still a few steps that are unnecessary. GetProxyEnvVars() returns strings.ToLower(envvar) so you've already evaluated both cases.
Additionally, there are several different if statements nested inside a loop, which is always best to avoid if possible.

That makes sense. I was able to reduce the nesting of the if statements along with removing the set since the names are lowered already.

I would have thought you can use getDefaultPort() here?

otherwise, I would create a quick helper below this: getProxyDefaultPort(scheme) to help clean up the many nested possibilities.
you could return a boolean so you don't have to run the final if > 0. To use the helper, my suggestion would be to simplify the final check:
defaultPort, ok := getProxyDefaultPort(parsedURL.Scheme); ok { portProtocolMap[....] = true }

getDefaultPort() is for the outputs which I guess a better name would have been getOutputDefaultPort().

Good suggestion. I will add in the helper.

I would use util.GetProxyEnvVars() here.

This won't work because if there are no proxy environment variables, originalEnvVars won't be populated and the unsetting/setting of the environment variables will not work properly.

Okay. For future, we should probably use a constant if possible, since we are evaluating the same slice in a couple places.

Added in a constant for this and updated the code accordingly.

If you are making changes, since we need so many iterations/entries, I have a suggestion for cleaning up by using a couple helper functions:

Something like this:
setProxies("http://proxy.example.com:8080", "https://proxy.example.com:8443"),
and for the protocol:
expectedProxyPorts(8080, 8443), (all are TCP, so this can be removed?)

func setProxies(httpProxy string, httpsProxy string) map[string]string {}

func expectedProxyPorts(ports ...int32) []factory.PortProtocol {}

untested:

expectd := make([]factory.PortProtocol, 0, len(ports))
for _, port := range ports {
	expected = append(expected, factory.PortProtocol{
			Port:     port,
			Protocol: corev1.ProtocolTCP, 
	})
}
return expected

Good suggestions. Added into the tests.