Add ability to change socket proxy address

[dudziakl]

Feature Request

Is your feature request related to a problem?

Currently, the WebSocket proxy domain is hardcoded and cannot be used with a proxy. It points to the OpenAI API domain.

BaseWebSocketUrlFormat = $"{WSS}{OpenAIDomain}{BaseRequest}{{0}}";

This causes problems in corporate environments where direct requests to api.openai.com are blocked.

Describe the solution you'd like

Replace OpenAIDomain token with something that is customizable so we could apply proxy domain address when configuring OpenAISettings object. This can simply be a domain we use for HTTPS, or another property used by WS in the Reatlime endpoint to avoid problems with OpenAI-DotNet

Additional context

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