Cannot set a HTTP proxy for only this library

[chanind]

There's no option to set a http proxy when using this library. It appears that the teeny-request library does support this, but there's no option which can be passed to bigquery that can set default options for teeny-request, such as the proxy option.

It seems the only way to set a HTTP proxy is to set an ENV var globally, but that sets the proxy for every request for everything globally, not just for this lib. I need a way to set a HTTP proxy for only this library, as different URLs on the backend need to be routed via different HTTP proxies.