inputs.eventhub_consumer: Support setting a proxy

### Use Case

I want to be able to set a proxy for inputs.eventhub_consumer to able to consume an Azure event hub from behind a corporate proxy.

### Expected behavior

I expected to be able to set a proxy in the telegraf config.

### Actual behavior

Such a setting does not exist for inputs.eventhub_consumer

### Additional info

The currently used library "azure-event-hubs-go" seems to not support that, see: https://github.com/Azure/azure-event-hubs-go/issues/163

However, this answer suggests that it is possible using the newer "azeventhubs": https://github.com/Azure/azure-event-hubs-go/issues/163#issuecomment-2124205621

Start at the inputs.eventhub_consumer entry point and review how it uses azure-event-hubs-go. Compare the linked az event hubs option and its proxy support, then determine how a proxy should be represented in Telegraf configuration. Done means the input can consume an Azure event hub through a configured corporate proxy.

Written by the indexing model from the issue text.