I am currently writing a couple .NET core of applications using NServiceBus with AzureServiceBusTransport, but I cannot find any way of configuring it with a WebProxy. When using Azure Servicebus directly we have the configuration option available on ServiceBusClientOptions, but I can't find any such property or method on AzureServiceBusTransport.
I've found some threads suggesting that it is possible to set default proxy, but I'm not sure if that is something we want to do as we're doing calls that does not require proxy in the same application(s).
Is there any way to configure a WebProxy when using NServiceBus + Azure ServiceBus?