SNOW-2230380: Support proxy parameters in the connection string

[CurtHagenlocher]

What is the current behavior?

Since #125, it has only been possible to set HTTPS proxy via a global setting.

What is the desired behavior?

We have customers who want to route Snowflake traffic through a proxy without routing other traffic through that proxy. They would need the capability to set the proxy on a more granular level, such as in the connection settings.

How would this improve gosnowflake?

It would allow gosnowflake to support a wider variety of customer scenarios.

References, Other Background

See also apache/arrow-adbc#3169.

[sfc-gh-dszmolka]

re: planning and priorities, @sfc-gh-pfus @sfc-gh-pszpakowski this seems to be for ADBC

[sfc-gh-dszmolka]

thanks @CurtHagenlocher for raising this; drew attention to it and hoping it can get prioritized somehow. If you perhaps feel you have the opportunity to raise the PR yourself for the implementation, that would probably speed things up and also greatly appreciated. If not, that's absolutely not a problem, the team will handle. Thank you !

[sfc-gh-dszmolka]

Relaying a short update I just got from the product team: we tentatively aim to land the new capability in the September release (end of SEP, begin NOV). Thank you for bearing with us !

[sfc-gh-dszmolka]

quick update: #1511