Somehow I found the solution, thanks for the help though.

There are more answers for this on the original question:
Connection Refused while apt-get update ubuntu 18.04 over proxy

This solution worked for me,

The issue is that the proxy settings are not being passed to the sudo level. You are able to ping and wget stuff as a normal user since you have the http_proxy and https_proxy settings set for that current user. When you use sudo, those environment variables are not passed to the elevated user.

The solution is to use -E with sudo to pass on those environment variables to the elevated user.

For example, do the following:

sudo -E apt-get update

It should work.