thanks to amaitland the proper way to actively inforce changing the request-context prefrences, is to run the code on CEF UIThread as following:
Cef.UIThreadTaskFactory.StartNew(delegate {
var rc = this.browser.GetBrowser().GetHost().RequestContext;
var v = new Dictionary<string, object>();
v["mode"] = "fixed_servers";
v["server"] = "scheme://host:port";
string error;
bool success = rc.SetPreference("proxy", v, out error);
//success=true,error=""
});