dask-distributed client socks proxies

My scheduler is not reachable by the public web, I actually use a SOCKS5 proxy to reach it. The reason is, i'm limited by the number of public IPs I can have at one time. To perform my task, I'm using `dask.distributed.Client`.
- [x] I used to use ngrok to poke more holes but now I've reached the limit of how many ngrok tunnels I can have at the same time too.
- [x] Using `socks4` or `socks5` with `dask.distributed.Client` context manager did not work, or maybe i'm doing something wrong?

Perhaps this is a dumb question, but I did not find information about this in the documentation.
https://distributed.dask.org/en/latest/local-cluster.html and https://distributed.dask.org/en/latest/client.html

Is there a way to add a socks proxy?