Hi,
This took me a bit of time to figure out. I needed to update some OpenIndiana boxes from 151a to 151a4 and they had no direct access to the internet. I did, however, have a box that I could relay the requests through. I first figured this method out, and then later I found a hint that there is a better way to do it. I don't have the details on the "new" way written down, but I will include this other Apache virtual host proxy thing in case someone finds it useful.
I ended up adding this to the 00_default_vhost.conf file (on Gentoo, but a similar incantation would work on Apache 2.2 elsewhere I'm sure):
Listen 8080
NameVirtualHost \*:8080
ServerName relay.example.com:8080
Include /etc/apache2/vhosts.d/default_vhost.include
ServerEnvironment apache apache
ProxyRequests On
ProxyVia Block
ProxyStatus On
ProxyPreserveHost Off
ProxyPass /dev/ http://pkg.openindiana.org/dev/
ProxyPass /legacy/ http://pkg.openindiana.org/legacy/
ProxyPass /sfe/ http://pkg.openindiana.org/sfe/
ProxyPass /sfe-encumbered/ http://pkg.openindiana.org/sfe-encumbered/
ProxyPassReverse /dev/ http://pkg.openindiana.org/dev/
ProxyPassReverse /legacy/ http://pkg.openindiana.org/legacy/
ProxyPassReverse /sfe/ http://pkg.openindiana.org/sfe/
ProxyPassReverse /sfe-encumbered/ http://pkg.openindiana.org/sfe-encumbered/
AllowEncodedSlashes NoDecode
This was cobbled together from various sources. I wish I'd kept some references to them. The tricky bit for me was the AllowEncodedSlashes, an Apache directive I had never heard of before. Before that it can't find packages because it translates %2F to /, and therefore the OpenIndiana pkg.depotd server can't find the right file.
After that you just point at this with pkg set-publisher:
pfexec pkg set-publisher -p http://relay.example.com:8080/dev/ openindiana.org
You will also need to clean up the old openindiana.org publisher if I recall correctly.
Anyway, it kept me from having to copying all of OpenIndiana and setting up a repository locally.