man curl:

-x, --proxy <[protocol://][user:password@]proxyhost[:port]>
Use the specified proxy.

The proxy string can be specified with a protocol:// prefix to specify alternative proxy protocols. Use socks4://, socks4a://, socks5:// or socks5h:// to request the
specific SOCKS version to be used. No protocol specified, http:// and all others will be treated as HTTP proxies. (The protocol support was added in curl 7.21.7)

note that [protocol://] is an optional thing and supported from curl 7.21.7

Let's compare with documentation:

You can specify an HTTP proxy to use, using the format: http://[username[:password]@]proxy.mycompany.com[:port]

https://www.zabbix.com/documentation/3.0/manual/web_monitoring

If you will try to create a new web scenario, you will see a placeholder where "http://" prefix is also looks like a mandatory.

What If libcurl on my zabbix server is version 7.19.7 ?
Yes - scenario will not work when I start http proxy address with the proto prefix "http://", according to frontend suggestion an doc spec as well.

I believe that the prefix should be marked as an optional by square brackets [ ] or even better - removed at all, because it's practically not usable as for NMS so not required !

Example with environment variables http_proxy and HTTPS_PROXY also recommended to be adjusted.

In requirements only on 3.0 page a version is specified, but only in context of SMTP auth:
https://www.zabbix.com/documentation/3.0/manual/installation/requirements