There's no clear way currently to route just metric traffic through a proxy. Although one can use java http proxy environment variables and an extensive blacklist, the solution is far from elegant or robust. It would be great to have a proxy option for the DataDog metric reporter, and other http metric reporters if the solution is easily extendable.
Additional sample config lines:
I can take this ticket myself, unless there is already another robust solution to route just metric data through a proxy.