Add proxy usage and make filename optional or directory

[AndryS0]

Thank you so much for your library, it is very useful for me. But there are a few things I would like to correct:

1. The name of the downloaded file is often unknown to the user and is obtained via a HEAD request. https://developer.mozilla.org/en-US/docs/Web/HTTP/Headers/Content-Disposition So I thought it would be permissible to make filepath optional or folder, so that the user side doesn't have to do an overhead like another HEAD request. This would then generate the file name with Content-Disposition taken into account.
2. No proxy or authorization was used for the HEAD request, which can cause problems in some cases

[mjishnu]

changes needed

• file path need to be generated other way: if file path is not given then the file is downloaded into temp folder from which it is difficult to access the file since both the filename and path to file will be unknown

• generate file name from url: if the file name is not given in content-dispositon then generate the file name using url (https://stackoverflow.com/questions/18727347/how-to-extract-a-filename-from-a-url-and-append-a-word-to-it)

[mjishnu]

I am merging this and making necessary changes. thanks for the PR btw