Updating where the proxy happens

[Paultagoras]

Summary

Checklist

Delete items not relevant to your PR:

• [ ] Unit and integration tests covering the common scenarios were added
• [ ] A human-readable description of the changes was provided to include in CHANGELOG
• [ ] For significant changes, documentation in https://github.com/ClickHouse/clickhouse-docs was updated with further explanations or tutorials

[sonarcloud[bot]]

Quality Gate failed

Failed conditions
50.8% Coverage on New Code (required ≥ 80%)

See analysis details on SonarQube Cloud

[chernser]

Lets merge and test how it would work with example applications.