You can define a proxy using the following settings:
```yml
azure.client.default.proxy.host: proxy.host
azure.client.default.proxy.port: 8888
azure.client.default.proxy.type: http
```
Supported values for `proxy.type` are `direct`, `http` or `socks`. Defaults to `direct` (no proxy).
Closes#23506
BTW I changed a test `testGetSelectedClientBackoffPolicyNbRetries` as it was using an old setting name `cloud.azure.storage.azure.max_retries` instead of `azure.client.azure1.max_retries`.
a34db4e09f