[Feature Request] NTLM Proxy Authentication with credentials.

[chahilp]

There is a missing option to authenticate the proxy with credentials.

What I am trying to do?

1. I am trying to generate access token for the Graph API calls with oauth2.0.
2. I am using AAD client credentials flow under corporate proxy.

To be able to access external website such as https://microsoft.com or the api endpoints to generate access token requires proxy authentication with credentials which is being fulfilled by requests module in Python by auth=("proxyusername", "myproxypassword"), such similar option is being expected to authenticate proxy to reach microsoft cloud authentication endpoints to generate access toke.