remove proxy and set up a dns entry?
In wifi mode it supposedly does not use the amazon proxy, so it's do-able...
Mabye it is hardcoded into the browser or something, try tricking it into thinking it's in wifi mode >>
Also, mabye you could try setting a dns entry for the proxy to localhost, and then running a proxy server on the kindle (or a box at your house).
It's possible that the proxy uses some kind of md5 crypt or some crap, I really don't know, if it does, you'll have to configure the proxy to do this, and you should be good to go.
oh... this explains part of how the 3g/proxy auth works:
Though I'd never do it on amazon's dime, you're using you're own sim so I see nothing wrong by finding a way around the proxy >>
Why don't you just re-register your kindle to a US address?
Make an account like... Google maps something random and set up an account, register your kindle to US address -> full access.. or does this not work