Implement support for outbound HTTP Proxy

[hvpareja]

Checklist

• I have looked into the Readme and Examples, and have not found a suitable solution or answer.
• I have looked into the API documentation and have not found a suitable solution or answer.
• I have searched the issues and have not found a suitable solution or answer.
• I have searched the Auth0 Community forums and have not found a suitable solution or answer.
• I agree to the terms within the Auth0 Code of Conduct.

Describe the problem you'd like to have solved

This library can be used in many enterprise projects were network restrictions apply. One common restriction is the connectivity to the Internet, which often needs to be established through an authenticated outbound proxy. I haven't found any issue related to authenticated proxy: See this issue search.

Describe the ideal solution

As in other libraries, this one should support the usage of the following configuration variables:

http.proxyHost
http.proxyPort
http.nonProxyHosts
http.proxyUser
http.proxyPassword

and make use of them to establish outgoing connections via authenticated proxy.

Alternatives and current workarounds

No response

Additional context

No response