Enable Support for Custom Session+Proxy Configurations #644

[qxtaiba]

Hey! I'm jamming on a PR in #644 to enable basic support for custom session+proxy configurations. This PR introduces the ability for users to pass custom requests.Session objects to the SharingClient and allows users to configure more complex session settings that cannot be achieved using environment variables alone, such as authenticated proxies or specific session configurations. This change will allow users to configure and use authenticated proxies with custom headers, timeout settings, and other configurations to the session, providing greater flexibility for users who need to work in more complex network environments or require specific session configurations.

I'd appreciate some thoughts/eyes from the maintainers of this repo to make sure this improvement is in line with what you're thinking.

[vasudev-hv]

Hi @qxtaiba ,
I'm trying to use normal proxy without any complex authentication. Could you please tell me what environment variables needs to be set? I've tried setting HTTP_PROXY, HTTPS_PROXY, http_proxy and https_proxy, but in vain.