Support event hooks for `devProxy` options

[issue-up[bot]]

Forwarded from downstream issue: https://github.com/nuxt/nuxt/issues/20699 by @jiangmaniu

Describe the feature

The current devProxy can only set parameters of the ServerOptions type. I want to add some additional operations to the request header in Listening for proxy events. How can I achieve this?

Additional information

• [ ] Would you be willing to help implement this feature?
• [ ] Could this feature be implemented as a module?

Final checks

• [X] Read the contribution guide.
• [X] Check existing discussions and issues.