1 Getting the WSDL
if the WSDL is 'protected by username token', then best to use Postmans or CURL to create a request and download the WSDL file to a local folder. Then refer to that folder as the location of the WSDL not an internet URL.
2 Proxy
Refer to Stackoverflow to sort out WCF clients and Proxy settings.
3 Creating the client from SoapUI
https://www.soapui.org/soap-and-wsdl/soap-code-generation.html#_NET_2_0
says "specify the directory containing wsdl.exe in the SoapUI Tool Integrations settings" but does't explain how
Hint: Click on the "Tools" button in:
Mine was in:
C:\Program Files (x86)\Microsoft SDKs\Windows\v10.0A\bin\NETFX 4.7.2 Tools\x64\
One hint: don't use sharetypes with the SoapUi wizard.
Final hint: don't use SmartBear, use Visual Studio to generate the Client.