How to use a proxy server with 'httr2'?

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I am currently writing an R script that scrapes yahoo finance and ETFDB.com, I need to scrape the websites in parallel and use a proxy server to split up the HTTP GET IP's so that I don't get ban from those upstream servers.

There is an easy implementation of httr::use_proxy, although this feature/function is missing in httr2.

Does anybody know a work around to this without setting global curl proxy settings to the proxy server?

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