How to use LivyOperator with HTTP proxy

[dsynkov]

Initially posted in Slack but w/o any traction. This question is two-fold:

1. Is there a way to use the LivyOperator with a proxy? My first attempt at using the operator with a custom livy_default connection resulted in max retries exceeded errors. Then I noticed LivyHook was inheriting from HttpHook, so I tried a simple GET request to the same endpoint using SimpleHttpOperator and it failed with the same error. I then re-tried SimpleHttpOperator with proxies passed in and it worked. The problem is that the extra_options argument is not available in the LivyOperator; is there any other way to pass proxy information to the operator?

    check_livy = SimpleHttpOperator(
        task_id='check_livy',
        http_conn_id='livy_default',
        method='GET',
        endpoint='sessions',
        extra_options={
            "proxies": {
                "http": "...",
                "https": "...",
            }
        }
    )

2. Assuming there is no way to pass proxy info to the LivyOperator through code, is there any way to add proxy info to an HTTP Airflow Connection object itself? (Perhaps through the "extras" option in the UI?).

I am using Airflow 1.10.12 and the below two packages to interact with Livy:

apache-airflow-backport-providers-apache-livy==2020.10.29
apache-airflow-backport-providers-http==2020.10.29