SOCKS5 proxy support request

[feupos]

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

I need to use an iothub client on a network that requires me to use a SOCKS5 proxy, but according to the documentation only HTTP proxy support is available in this SDK.

Describe the solution you'd like

I would like to know if support for SOCKS5 proxy is expected at any point for this SDK.

Describe alternatives you've considered

I am currently using the MQTT transport option, and that also does not seem to work event with HTTP proxy, which requires me to use the MQTT over websockets transport instead.