I think I found a solution.
I changed the proxy options in the docker preferences to http://192.168.65.1:3129 and it seems to work fine.
This seems to be the default address for the network with the docker host
How I found this address
I connected inside the xhyve VM with:
screen ~/Library/Containers/com.docker.docker/Data/com.docker.driver.amd64-linux/tty
(user: root, no password)
Then running ifconfig
The list contains three networks : docker0, eth0 and lo.
eth0 seems to be the network connecting to the host. it’s ip is 192.168.65.2
By deduction I tried to telnet 192.168.65.1 3129 into my cntlm daemon. It seemed to work.