HTTP/Socks5 proxy support for downloading models and accessing online providers

[BLumia]

Problem statement

User might in a network that require using proxy to access the Internet, otherwise it might not be possible to download models or access APIs directly.

Proposed solution

Add option to set HTTP/Socks5 proxy. (For LLM providers, it could be even better if the proxy option is a per-provider basis, so some provider could use a proxy and some are not)

Alternatives considered

For downloading, allow setting mirror for huggingface for example could also be good.

Additional context

Let me know if you need any additional context.