You can put configuration constants into wp-config.php to block external requests completely/partially:

define( 'WP_HTTP_BLOCK_EXTERNAL', true );
define( 'WP_ACCESSIBLE_HOSTS', 'api.wordpress.org,*.github.com' );

Or configure external requests to use your proxy settings:

define('WP_PROXY_HOST', '192.168.84.101');
define('WP_PROXY_PORT', '8080');
define('WP_PROXY_BYPASS_HOSTS', 'localhost, www.example.com, *.wordpress.org');

Plus WP_PROXY_USERNAME and WP_PROXY_PASSWORD for authentication.

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This is a problem with changes in WordPress’ HTTP API. It isn’t fully compatible with cURL anymore.
I am not sure, why exactly it happens (there is no context information given, when this error occurs), but you can add a temporary fix.
In a plugin, or at the very end of your wp-config.php, add the following lines:

add_filter( 'http_api_transports', function()
{
    return array( 'streams' );
});

This will disable cURL and make the error message go away without affecting other components on the server.