I'm by no means an expert on the matter, but I do use request program all the time. For the most part in stock form, it does a good job. You can open this program and adjust it or a copy. I had a case where I had to pull images from a remote site and request didn't quite work right with the expected payload, so I made a very small adjustment to the code and it's been flawless. In another case, I wanted more details like timing and raw data being sent/received, so I added a log file; which turned out to be very help full.
I'm not sure about proxy details, but if this information needs to be included in the HTTP header, check out the "extrahdrs$" field. I have to use this from time to time if certain credentials need to be passed to the server.