[feature] Setting proxy for LLM requests

**Is your feature request related to a problem? Please describe.**
I currently only allow traffic to the internet from this application via proxy. This works well for the watches, but the LLM calls are made straight to the internet and currently being blocked.

**Describe the solution you'd like**
Add some kind of mechanism to set a proxy for LLM traffic or non-watch traffic in general.
It doesnt need to be a UI feature. A environmental variable would be enough

Start by locating the existing LLM request entry points and the proxy configuration used for watch traffic. Trace how outbound LLM calls are created and identify the project’s environment-variable configuration pattern. Done means an environment variable can route LLM traffic through a proxy without requiring a UI change.

Written by the indexing model from the issue text.