Add --proxy option to yt-dlp

[r4nd0mwOrK933]

Thanks for your lifesaver.👍

When downloading video segments, ffmpeg cannot automatically use the system proxy and return error with Error number -138 occurred . Adding --proxy to yt-dlp can solve this issue.

[jim60105]

Error number -138 occurred indicates that you are unable to connect to the target. This simply points out an error with your network, not specifically a proxy error.

From the source code, it can be seen that both yt-dlp and ffmpeg use the system proxy. Please confirm your environment.

Or, in those upstream project, raise an issue if they really cannot use the system proxy.

[r4nd0mwOrK933]

I've confirmed my environment and tested the process. FFmpeg uses the system proxy in tls.c, but doesn't use it in tcp.c, where the error occurred. I don't know if it's a feature or a bug.