Android DownloadManager Has No Per-Request Proxy Setter
Distinguish DownloadManager’s public request options from a connection created by an app-owned HTTP client.
DownloadManager owns the transfer after an application enqueues a request. Its public Request API provides headers, destination settings and network restrictions, but no per-request proxy endpoint setter.
Adding Proxy-Authorization through addRequestHeader is not a replacement for selecting a proxy host and port. Nor does configuring a separate HTTP client object change a request already handed to DownloadManager.
If the download should follow the supported device or network proxy policy, use that policy and account for the service’s actual route. If the application must choose a different proxy for this one transfer, keep the transfer in an app-owned client with a documented proxy interface, such as a URL connection opened with a Proxy object.
That choice also transfers responsibility for the download lifecycle. Preserve the required background scheduling, progress, storage handling and recovery behavior rather than replacing a system-managed download with an untracked request on a screen’s temporary lifecycle.