What kind of feature are you missing? Where do you notice a shortcoming of PTB?

There is no way to disable ssl verification for proxies and pass a custom httpx.Proxy, instead of just a string.

Describe the solution you'd like

Some proxies work as a man-in-the-middle and may lead to errors, like: ssl.SSLCertVerificationError: [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: unable to get local issuer certificate (_ssl.c:1006).

Due to this reason, I think it's necessary to allow control over ssl verification in HTTPXRequest. Just add an argument like ssl_verify: bool = True and add verify=ssl_verify to self._client_kwargs.

Another thing I'd love to see, is to change the type of:
proxy_url: Optional[str] = None,
to
proxy_url: Optional[Union[str, httpx.Proxy] = None,

This is due to some proxies requiring authorization through headers, which could be passed as:

httpx.Proxy(
    url=proxy_url,
    headers={
        "x-secret-header": "secret value"
    },
)

(moreover it might be used for passing logging headers to the proxy and so on)

Describe alternatives you've considered

No response

Additional context

No response