When installing Email-ext plugin, the downloaded jpi file is a HTML file saying access denied. Jenkins would try to unzip it and fail.
The detailed error messages are:

Email-ext plugin
Failure -
hudson.util.IOException2: Failed to dynamically deploy this plugin
at hudson.model.UpdateCenter$InstallationJob._run(UpdateCenter.java:1176)
at hudson.model.UpdateCenter$DownloadJob.run(UpdateCenter.java:987)
at java.util.concurrent.Executors$RunnableAdapter.call(Executors.java:471)
at java.util.concurrent.FutureTask$Sync.innerRun(FutureTask.java:334)
at java.util.concurrent.FutureTask.run(FutureTask.java:166)
at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1110)
at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:603)
at java.lang.Thread.run(Thread.java:636)
Caused by: hudson.util.IOException2: Failed to expand /var/lib/jenkins/plugins/email-ext.jpi
at hudson.ClassicPluginStrategy.explode(ClassicPluginStrategy.java:399)
at hudson.ClassicPluginStrategy.createPluginWrapper(ClassicPluginStrategy.java:113)
at hudson.PluginManager.dynamicLoad(PluginManager.java:369)
at hudson.model.UpdateCenter$InstallationJob._run(UpdateCenter.java:1172)
... 7 more
Caused by: Error while expanding /var/lib/jenkins/plugins/email-ext.jpi
java.util.zip.ZipException: archive is not a ZIP archive
at org.apache.tools.ant.taskdefs.Expand.expandFile(Expand.java:192)
at org.apache.tools.ant.taskdefs.Expand.execute(Expand.java:132)
at hudson.ClassicPluginStrategy.explode(ClassicPluginStrategy.java:397)
... 10 more
Caused by: java.util.zip.ZipException: archive is not a ZIP archive
at org.apache.tools.zip.ZipFile.positionAtCentralDirectory(ZipFile.java:481)
at org.apache.tools.zip.ZipFile.populateFromCentralDirectory(ZipFile.java:320)
at org.apache.tools.zip.ZipFile.<init>(ZipFile.java:186)
at org.apache.tools.ant.taskdefs.Expand.expandFile(Expand.java:170)
... 12 more

Other plugins installs fine, so it is not likely to be the problem of the http proxy.
The downloaded email-ext.jpi is attached.