Proxy Support for VS Code Actions Extension

**Is your feature request related to a problem? Please describe.**
Morgan Stanley users receive an error when using the Actions extension for VSCode, blocking them from using the Intellisense features of the extension.
```
request to https://api.github.com/user failed, reason: connect EHOSTUNREACH 192.30.255.116:443
```

They have an enterprise proxy in place, and have configured the VSCode proxy settings. It appears that the extension does not pull from these proxy settings and is failing to connect.

>% cat .vscode-settings.json | grep proxy
"http.proxy": http://proxy-app.ms.com:8080/,
"https.proxy": http://proxy-app.ms.com:8080/,

**Describe the solution you'd like**
Check for proxy configuration and use those settings if applicable for any connection to external resources.

**Additional context**
[Slack thread](https://github.slack.com/archives/C03QVCCH1FZ/p1681932036512599)