Support proxy configuration field in all exporters

[cloudnativestack]

trafficstars

Is your feature request related to a problem? Please describe. We have collectors running in hosts within internal network which does not allow outgoing traffic to backends in public internet. A proxy must be used. However, currently OpenTelemetry collector only supports setting a proxy through HTTP[S]_PROXY environment variable, which is extremely unfriendly for collectors running in physical hosts. Only SREs have the privilege to start/stop/restart collectors and it's very hard to inject environment variables to these processes.

Describe the solution you'd like I would like to field of configuration that can be explicitly set such as:

     some_exporter:
         proxy: example.com:1234

The config can be added to places like https://github.com/open-telemetry/opentelemetry-collector/tree/main/exporter/exporterhelper

Each exporter should be able have a separate proxy config and should override proxies set by environment variables.

Describe alternatives you've considered No alternative.

Additional context Some exporters already support proxy, such as awsxray exporter.