I ask my support and they reply that I can't add pakage or update it for python with a proxy with credentials. The solution is to by pass the proxy when I need to install package. I hope on next update that we can use proxy with credentials to update and install conda package.
Did you solve the issue? Otherwise it seems to me a filesystem permission's issue rather than proxy. Did you also try setting http_proxy / https_proxy in the environment, and then upgrading the packages?