I found below things for openwrt on Raspberry Pi 4.
OpenWrt does not support "https_proxy".
I set Proxy option in /etc/opkg.conf and then enter opkg update.
(refer to https://openwrt.org/docs/guide-user/additional-software/opkg#proxy_support)
But, failed.
So, I change package download link address in my openwrt.
Changing from "https://" to "http://" in "/etc/opkg/distfeeds.conf"
"opkg update" is successful.
Not Good but OK.
If you want to look specific status of opkg,
hit "opkg --verbosity=3 update"
Downloading http://downloads.openwrt.org/snapshots/targets/bcm27xx/bcm2711/packages/Packages.gz
opkg_download: Setting environment variable: http_proxy = http://MyCompanyProxyServerIP/.
opkg_download: Setting environment variable: no_proxy = 127.0.0.1, localhost
Collected errors:
* opkg_conf_set_option: Unrecognized option: https_proxy=http://MyCompanyProxyServerIP/
Thank you