Proxy support

[xen0n]

It seems the library directly manages TCP connections, thus is unaware to proxies.

It would be nice to support making connections through proxy, ideally respecting environment variables such as https_proxy or socks_proxy like cURL does. This would make http_req usable in many corporate networks.

[xdm67x]

Hi, I wanted to relaunch the issue.
Can we use the proxy with the library? If not, did we have an alternative to do that?

[adrien-jeser-doctolib]

Simple POC to use HTTP/HTTPS proxy https://github.com/adrien-jeser-doctolib/http_req/tree/poc-proxy