See PXE Setup for overall PXE instructions. This is Debian & Ubuntu specific.
Assuming apt-cache-ng as a proxy against the official repository
mkdir -p /tftpboot/bionic/
cd /tftpboot/bionic/
wget http://archive.ubuntu.com/ubuntu/dists/bionic-updates/main/installer-amd64/current/images/netboot/ubuntu-installer/amd64/linux
wget http://archive.ubuntu.com/ubuntu/dists/bionic-updates/main/installer-amd64/current/images/netboot/ubuntu-installer/amd64/initrd.gz
mkdir -p /tftpboot/kali/
cd /tftpboot/kali/
wget https://http.kali.org/kali/dists/kali-rolling/main/installer-amd64/current/images/netboot/debian-installer/amd64/linux
wget https://http.kali.org/kali/dists/kali-rolling/main/installer-amd64/current/images/netboot/debian-installer/amd64/initrd.gz
vi /tftpboot/pxelinux.cfg/default
label ubuntu/bionic install
kernel bionic/linux
initrd bionic/initrd.gz
append net.ifnames=0 biosdevname=0 http_proxy=http://x.x.x.x:3142/ vga=788
label kali-rolling install
kernel kali/linux
initrd kali/initrd.gz
append net.ifnames=0 biosdevname=0 http_proxy=http://x.x.x.x:3142/ vga=788
Note http_proxy does not seem to be taken into account with xenial
More options
rescue/enable=true
see kickstart and eventually check live that your http server and proxy are used
tail -F /var/log/thttpd.log /var/log/apt-cacher-ng/*
Ubuntu Netboot Images http://cdimage.ubuntu.com/netboot/
Index of boot-screens/ –> txt.cfg & adtxt.cfg http://ru.archive.ubuntu.com/ubuntu/dists/bionic/main/installer-amd64/current/images/netboot/ubuntu-installer/amd64/boot-screens/
NetBoot : installation par TFTP, PXE, DHCP https://doc.ubuntu-fr.org/netboot
Kali Linux Network PXE Install https://docs.kali.org/installation/kali-linux-network-pxe-install
PXE Linux config does not append network parameters to start kickstart installation https://serverfault.com/questions/782252/pxe-linux-config-does-not-append-network-parameters-to-start-kickstart-installat
booting debian-installer with a static ip address http://blog.loftninjas.org/2008/07/17/booting-debian-installer-with-a-static-ip-address/
PXE install a squashfs root https://askubuntu.com/questions/684757/pxe-install-a-squashfs-root
Appendix B. Automating the installation using preseeding https://help.ubuntu.com/lts/installation-guide/i386/apbs04.html
Chapter 5. Booting the Installation System https://help.ubuntu.com/lts/installation-guide/arm64/ch05s03.html