Proposed title of this feature request

Configuring external Alertmangers with proxy_url

What is the nature and description of the request?

Currently , there is no way to set the proxy_url when adding external alertmanagers instances.

Why does the customer need this? (List the business requirements)

Customer would like to add external alermanger instance on a disconnected cluster, so proxying the prometheus->alertmanager connection is needed.

List any affected packages or components.

Prometheus