Ruby: add proxy config docs (#8414)

src/platforms/ruby/common/configuration/options.mdx

@@ -251,6 +251,30 @@ config.trusted_proxies = ["2.2.2.2"]
 config.transport.transport_class = MyTransportClass
 ```
 
+`proxy`
+
+: Setup a proxy to use to connect to Sentry. This option is respected by the default `Sentry::HTTPTransport` class. You can set `config.transport.proxy` with as a `String` containing a proxy URI, or a `URI` object, or a `Hash` containing `uri`, `user` and `password` keys.
+
+```ruby
+Sentry.init do |config|
+  # ...
+
+  # Provide proxy config as a String
+  config.transport.proxy = "http://user:[email protected]:8080"
+
+  # Or a URI
+  config.transport.proxy = URI("http://user:[email protected]:8080")
+
+  # Or a Hash
+  config.transport.proxy = {
+    uri: "http://proxyhost.net:8080",
+    user: "user",
+    password: "password"
+  }
+end
+
+```
+
 ## Environment Variables
 
 `SENTRY_DSN`