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Add proxy config guide for EDOT #354

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This PR adds documentation to help users configure proxy settings when using EDOT components.

The new proxy configuration guide:

  • Includes common proxy variables
  • Provides setup examples
  • Clarifies that most SDKs work out of the box with env vars
  • Links to a proxy-related Java SDK troubleshooting page


### Java SDK

If you’re using Java SDK, you must configure Java system properties using the Java Virtual Machine (JVM). Refer to [Troubleshooting Java SDK proxy issues](../../troubleshoot/ingest/opentelemetry/edot-sdks/java/proxy-issues.md) for more information.
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The link will work after I merge this PR.


## Proxy settings for EDOT SDKs

With the exception of Java SDK, EDOT SDKs use the `HTTP_PROXY / HTTPS_PROXY` settings from environment variables and require no extra configuration.
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They seem to work fine for EDOT Python using the http/protobuf exporter but the grpc (default) one ignores them.

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@alexandra5000 alexandra5000 Jul 16, 2025

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Thanks for catching that!

Could you give me an example of how to configure gRPC proxy settings for the Python SDK?


## Proxy settings for EDOT SDKs

With the exception of Java SDK, EDOT SDKs use the `HTTP_PROXY / HTTPS_PROXY` settings from environment variables and require no extra configuration.
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EDOT Node.js does not support HTTP_PROXY / HTTPS_PROXY / NO_PROXY currently.

Though you likely don't need the references: nodejs/node#58980 is a tracking issue for Node.js core support for these envvars -- which would, at least initially, require usage of NODE_USE_ENV_PROXY=1 to have Node.js processes turn these on.

Alternatively, EDOT Node.js could look into adding custom support for handling these envvars without relying on core Node.js support.

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@alexandra5000 alexandra5000 Jul 16, 2025

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@trentm Is there a manual workaround users could use as of now?

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Document proxy settings
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