inputs.eventhub_consumer: Support setting a proxy

Use Case

I want to be able to set a proxy for inputs.eventhub_consumer to able to consume an Azure event hub from behind a corporate proxy.

Expected behavior

I expected to be able to set a proxy in the telegraf config.

Actual behavior

Such a setting does not exist for inputs.eventhub_consumer

Additional info

The currently used library "azure-event-hubs-go" seems to not support that, see: https://github.com/Azure/azure-event-hubs-go/issues/163

However, this answer suggests that it is possible using the newer "azeventhubs": https://github.com/Azure/azure-event-hubs-go/issues/163#issuecomment-2124205621