HTTPOXY Vulnerability

HTTPOXY affects clients that honor the HTTP_PROXY variable and use it for their proxy configuration and server side applications which use HTTP_PROXY as real or emulated variable in their environment. The result of an attack can be traffic that gets proxied by the web application to a target system chosen by the attacker or the application opens outgoing connections to other systems. The vulnerability is easily remotely exploitable and servers can be scanned for it, so it is highly recommended to take actions to close it on your server.

https://httpoxy.org

Doesn't affect dolphin but people should drop the header at least at their web server level, just in case.