HTTP proxy support was implemented in ZBXNEXT-5554.
It is not enough.

Let me explain.

Telegram clients support two types of proxy:
1. socks5
2. MTProto

You can't use MTProto for HTTP requests.
So there's only one left: socks5.

Otherwise, you need to maintain two types of proxies in your environment: socks5 for clients and HTTP for Bot API.

Please, add socks5 proxy support.
Thanks.