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Document proxy configuration for Java SDK #2100

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alexandra5000
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This PR adds a troubleshooting guide to help users resolve proxy issues when using EDOT Java SDK. The guide explains that the Java SDK requires explicit JVM proxy config.

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github-actions bot commented Jul 10, 2025

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-Dhttp.proxyHost=proxy.example.com \
-Dhttp.proxyPort=8080 \
-Dhttps.proxyHost=proxy.example.com \
-Dhttps.proxyPort=8080 \

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I did expect this to not work, because to my knowledge the exporters use OkHttp3, which I thought would not respect these properties. However, according to this issue it should work. Did we test this?

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Left one suggestion for your consideration. Not an area of expertise for me, but otherwise LGTM.

-Dhttps.proxyPort=8080 \
```

## Best practices
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What about calling this "Testing" "Validation" or "Test your proxy"?

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Document proxy settings
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