Extra Python package index url with setuptools now that dependency_links is deprecated?

Formerly with setuptools, a Python dependency that needed to be installed from an extra index URL could just be added to dependency_links. Example from the answer here:

from setuptools import setup

setup(
    name='somepackage',
    install_requires=[
        'somedep'
    ],
    dependency_links=[
        'https://pypi.example.org/pypi/somedep/'
    ]
    # ...
)

But now that dependency_links is ignored, how do I install a package from a different index url with setuptools? The docs basically say to use VCS or dependency_links, but I'm unable to use the former and the latter doesn't work anymore.