[feature] Customize options for specific proxies when not using granular proxy mode

[FZambia]

Is your feature request related to a problem? Please describe.

We now have proxy configuration which allows setting different endpoints and timeout for different proxy types. But other options are shared. Like proxy_http_headers.

To achieve more control we now suggest to use granular proxy mode. Which solves the task but sometimes what users may only want is possibility to tweak sth for specific proxy type using:

{
  ...
  "proxy_connect_http_headers": [...]
}

Please 👍 if you want this to be added.