[downloader/niconico] pass proxy for heartbeat (#1057)

[Lesmiscore]

Please follow the guide below

• You will be asked some questions, please read them carefully and answer honestly
• Put an x into all the boxes [ ] relevant to your pull request (like that [x])
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Before submitting a pull request make sure you have:

• At least skimmed through adding new extractor tutorial and youtube-dl coding conventions sections
• Searched the bugtracker for similar pull requests
• Checked the code with flake8

In order to be accepted and merged into yt-dlp each piece of code must be in public domain or released under Unlicense. Check one of the following options:

• I am the original author of this code and I am willing to release it under Unlicense
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What is the purpose of your pull request?

• Bug fix
• Improvement
• New extractor
• New feature

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Description of your pull request and other information

Closes #1057