You must be running Nexus 2.x. The raw (proxy) type was added in Nexus 3. Here’s what worked for us before we upgraded (I recreated the settings locally just now):
Visited here in a browser: http://localhost:8081/nexus/content/repositories/gradle-distributions/gradle-4.0-bin.zip
The connection will spin until Nexus completes the download and caches it. Afterwards, it shows up on the index:
If you’re not sure it’s really working, type a really bad url, like http://localhost:8081/nexus/content/repositories/gradle-distributions/blah.zip
You should get an immediate error like:

