Chrome supports NTLM authentication. In its early days it did not, but it should work without issue now.
It should work just fine with Proxy Auth assuming you are logged into the domain.
Well I have narrowed it down to our "Skip Authentication for programs that do not support authentication" rule. Something in there is making Chrome skip authentication, just having an issue nailing down what it is exactly.
Someone added a safari wildcard that was telling chrome to skip authentication. We are good now.
Always be careful with wildcards!