How to make Grafana to use proxy for specific data sources?

I have Grafana server in closed network without direct internet access. All data sources also are in same network.
But now we have a need to access by using CloudWatch data source.
I have an option to use proxy server, but Grafana do not have proxy settings. I found some suggestions to use environment variables and Grafana should start using it. But I have no luck with that. I used tcpdump to check connections and Grafana is not even trying to use proxy.

And log error:
{“error”:“failed to query data: RequestError: send request failed\ncaused by: Post “”: dial tcp: lookup on no such host”,“logger”:“context”,“lvl”:“eror”,“msg”:“Metric request error”,“orgId”:1,“remote_addr”:“”,“t”:“2021-11-04T16:30:47.38725629+01:00”,“uname”:“admin”,“userId”:1}

Perhaps there is some more setting I should set?

Grafana version: 10.x
OS: RHEL 7.9
Environment variables I tried:
#env | grep -i proxy

any suggestion for this? we have the same setup where we have to use data dog plugin to query data from Grafana