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.

Start by reviewing how proxy settings are currently read from environment variables and how client configuration is constructed. Determine the design needed for client-level settings without changing other components in the same JVM. Done means different clients can use different proxy settings independently; no files or tests are named in the issue.

Scritto dal modello di indicizzazione a partire dal testo della issue.