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It would be very usefull if Konqueror had an ability to easily switch between multi proxy configurations and to store that list.

Something alike to firefox switchproxy addon ... here's a pic of it in action :

I like your idea but I think it needs to be in a more global location. Konqueror is not the only application that uses proxy settings.
I have posted an idea http://forum.kde.org/viewtopic.php?f=83&t=62312 to integrate proxy settings into the NetworkManager where it can be set when selecting which network to connect to.

Also twolfy has posted an idea to automatically guess at which network to connect to based on the IP address of the DNS server for that network.(http://forum.kde.org/viewtopic.php?f=83&t=39025&p=82298#p82298.

If you wanted to use different proxies when on the same network you could always configure more than 1 network in NetworkManager with everything else the same except for the proxy setting