1. Yes. If VMs are in EC2, you can create a cloud tunnel. More details at Create a Cloud Tunnel to Connect to Amazon EC2.
2. No. You can configure the URLs from where content like exes are downloaded by directly changing the values for appropriate properties in your services. If certain URIs require a special proxy to be used, when connecting from VMs, you can configure that in AppD. More details at Configure vFabric Application Director to Use a Proxy for External URLs.