eldav-no-proxy-url-regexp has customize type

  :type 'regexp

which does not match its default nil.

This causes M-x customize-variable to show "mismatch" and edit it as a
lisp form which can be confusing for a beginner or if you don't know
that's what "mismatch" does.

Some variables taking or string do a choice form like

    :type '(choice (const :tag "None" nil) regexp)

A wording "None" is true, though you have to think carefully through the
double-negative "no regexps for which not to use a proxy" :-).