#proxy

By the way, why Drupal 'http_client' (or 'http_client_factory') isn't used to support system-wide config, including proxy?

I propose the next solution, please help with tests if needed.

Is this issue still of interest - I would move it to the specific provider. OpenAI provider has a host variable now, so you can set a custom host. I will close this on the 4th of February otherwise.