crystal-libraries-needed
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HTTP Proxy Client
I think this should be built in to Crystal. Right now from what I can tell, there's not a way to create an HTTP client using proxy without hand rolling the entire auth process.
Maybe you should create an issue on the crystal issue tracker then.
It's been an issue for almost a year https://github.com/crystal-lang/crystal/issues/2963 There just hasn't been any movement on it. I thought about taking it on, but I'm not really sure how I would write specs to test it, or if that example in the issue thread is actually a good solution or not.