I also have this problem.
2020-03-27 18:34:06.404+0000 [id=159] INFO i.j.p.zoom.ZoomNotifyClient#notify: Send notification to https://applications.zoom.us/addon/v2/jenkins/webhooks/xxxxxxxxxxxxxx_xxxxxxx, message: null
2020-03-27 18:34:27.464+0000 [id=159] SEVERE i.j.p.zoom.ZoomNotifyClient#notify: Error posting to Zoom, url: https://applications.zoom.us/addon/v2/jenkins/webhooks/xxxxxxxxxxxxxx_xxxxxxx, message: null
At first I thought it was just ignoring the proxy settings on the advanced tab of the plugins management page, and that setting the following java opts could work
-Dhttp.proxyHost="proxy.xxxxxx.com" -Dhttp.proxyPort=3128 -Dhttps.proxyHost="proxy.xxxxxx.com" -Dhttps.proxyPort=3128 -Dhttp.nonProxyHosts="localhost|aaaa|aaaa.xxxxxx.com|bbbb|bbbb.xxxxxx.com"
but it did not.
I can access the URL both with Chrome and with the following in the Jenkins script console
I get a 401 error, but that's ok, because this test is not providing the API token.
So it is not a connectivity issue. It is clearly a code problem.
I found the plugin's code here: https://github.com/jenkinsci/zoom-plugin/blob/master/src/main/java/io/jenkins/plugins/zoom/ZoomNotifyClient.java
And it using the apache HTTP client to post to the API url, but it never takes any proxy into account.
Something like this example must be implemented: https://hc.apache.org/httpcomponents-client-4.5.x/httpclient/examples/org/apache/http/examples/client/ClientExecuteProxy.java
There's another explanation here: https://www.tutorialspoint.com/apache_httpclient/apache_httpclient_using_proxy.htm
If I have time this weekend I might open a pull request. This doesn't seem difficult to do at all.