Why is my function call that should be scheduled by setTimeout executed immediately?

As you give the function to the setTimeout in that form, the function is executed instead of passed to the setTimeout. You have three alternatives to make it work:

Give first the function, then the timeout and the parameters as the last arguments:

setTimeout(doRequest, proxytimeout, url, proxys[proxy]);

Or just write a string that will be evaluated:

setTimeout('doRequest('+url+','+proxys[proxy]+')', proxytimeout);

Third style is to pass an anonymous function that calls the function. Note that in this case, you have to do it in a closure to prevent the values from changing in the loop, so it gets a bit tricky:

(function(u, p, t) {
    setTimeout(function() { doRequest(u, p); }, t);
})(url, proxys[proxy], proxytimeout);

The second format is a bit hacky, but works nevertheless if the arguments are scalar values (strings, ints etc). The third format is a bit unclear, so in this case the first option will obviously work best for you.