Feature request - proxy settings support at client level

### Is your feature request related to a problem?
Currently proxy settings can be set using environment variables. Unfortunately this applies at JVM level and could have side effects on other services running in the same JVM.

### Describe the solution you'd like
It'd be great to have the possibility to define the proxy settings at client level in the code rather than relying on environment variables. That would allow the use of different proxy settings in the same JVM without having side effects on components running in the same JVM.

### Describe alternatives you've considered
The alternative would be to run our services in different JVMs which is a no-go in our situation.