Azure ChatOpenAI won't use proxy provided either via env var or value

[FaresKi]

Checked other resources

• [X] I added a very descriptive title to this issue.
• [X] I searched the LangChain documentation with the integrated search.
• [X] I used the GitHub search to find a similar question and didn't find it.
• [X] I am sure that this is a bug in LangChain rather than my code.
• [X] The bug is not resolved by updating to the latest stable version of LangChain (or the specific integration package).

Example Code

from langchain_openai import AzureChatOpenAI
llm = AzureChatOpenAI(
                azure_endpoint=openai_api_base,  # type: ignore
                openai_api_version=openai_api_version,  # type: ignore
                azure_deployment=deployment_name,
                openai_api_key=openai_api_key,  # type: ignore
                openai_api_type=openai_api_type,  # type: ignore
                temperature=openai_llm_temp,
                callbacks=[handler],
                model_name="gpt-4-32k",
                openai_proxy=openai_proxy
 )

Error Message and Stack Trace (if applicable)

No exception or full stack trace, simply requests being timed out because they don't go thru our corporate proxy.

Description

I'm trying to tell AzureChatOpenAI to use our corporate proxy, however under langchain-openai it doesn't seem to take it in account. I've had to downgrade to use AzureChatOpenAI in langchain and downgrade the OpenAI package to respectively: langchain - 0.1.14 openai - 0.28.1

System Info

System Information
------------------
> OS:  Darwin
> OS Version:  Darwin Kernel Version 23.3.0: Wed Dec 20 21:31:00 PST 2023; root:xnu-10002.81.5~7/RELEASE_ARM64_T6020
> Python Version:  3.11.7 (main, Dec  4 2023, 18:10:11) [Clang 15.0.0 (clang-1500.1.0.2.5)]

Package Information
-------------------
> langchain_core: 0.1.39
> langchain: 0.1.14
> langchain_community: 0.0.31
> langsmith: 0.1.39
> langchain_openai: 0.0.8
> langchain_text_splitters: 0.0.1

Packages not installed (Not Necessarily a Problem)
--------------------------------------------------
The following packages were not found:

> langgraph
> langserve

[Berber31]

Same issue.

workaround using "langchain-community==0.2.0", "langchain-openai==0.1.7" (thx this issue):

    _http_client = httpx.Client(proxy=proxy if proxy else None)
    _http_async_client = httpx.AsyncClient(proxy=proxy if proxy else None)

    azure_model = AzureChatOpenAI(
          openai_api_version="<api_v>",
          azure_endpoint=azure_configs["base_url"],
          azure_deployment=azure_configs["model_deployment"],
          model=azure_configs["model_name"],
          validate_base_url=False,
          http_client=_http_client,
          http_async_client=_http_async_client
      )