docs(dotnet): add Proxy Server troubleshooting (#13438)

Author: Flash0ver

docs/platforms/dotnet/common/troubleshooting.mdx

@@ -79,4 +79,26 @@ If you're working with obfuscated code, you have several options:
 
 3. **Contribute to Symbolic**: [Our symbolication library is open source](https://github.com/getsentry/symbolic). You could create a ticket to discuss adding support to it with the maintainers.
 
+## Proxy Server
+
+Often, your server can only access the internet through a proxy server.
+If that's the case, make sure your proxy server is configured so the `HttpClient`
+used by Sentry's SDK can pick it up.
+
+```csharp
+(SentryOptions options) =>
+{
+    // Read the proxy's address from, for example, your Configuration
+    options.HttpProxy = new WebProxy(new Uri("http://proxyserver:80/"));
+};
+```
+
+Alternatively, you may configure the default proxy that all `HttpClient` instances use if no proxy is set explicitly.
+
+```csharp
+System.Net.Http.HttpClient.DefaultProxy = new WebProxy(new Uri("http://proxyserver:80/"));
+```
+
+For more information, see the [HttpClient.DefaultProxy Property](https://learn.microsoft.com/dotnet/api/system.net.http.httpclient.defaultproxy).
+
 <PlatformContent includePath="troubleshooting" />