[Backport 7.x] Added proxy support (#1276)

Co-authored-by: Tomas Della Vedova <delvedor@users.noreply.github.com>

docs/usage.asciidoc

@@ -210,6 +210,45 @@ _Default:_ `null`
 _Default:_ `null`
 |===
 
+=== Connecting through a proxy
+
+~Added~ ~in~ ~`v7.10.0`~
+
+If you need to pass through an http(s) proxy for connecting to Elasticsearch, the client offers
+out of the box a handy configuration for helping you with it. Under the hood it
+uses the https://github.com/delvedor/hpagent[`hpagent`] module.
+
+[source,js]
+----
+const client = new Client({
+  node: 'http://localhost:9200',
+  proxy: 'http://localhost:8080'
+})
+----
+
+Basic authentication is supported as well:
+
+[source,js]
+----
+const client = new Client({
+  node: 'http://localhost:9200',
+  proxy: 'http:user:pwd@//localhost:8080'
+})
+----
+
+If you are connecting through a not http(s) proxy, such as a `socks5` or `pac`,
+you can use the `agent` option to configure it.
+
+[source,js]
+----
+const SocksProxyAgent = require('socks-proxy-agent')
+const client = new Client({
+  node: 'http://localhost:9200',
+  agent () {
+    return new SocksProxyAgent('socks://127.0.0.1:1080')
+  }
+})
+----
 
 === Error handling