I mean you can have your worker make a request to your proxy which then makes the request but you can't configure something like an HTTP proxy for a worker
Because there isn't another way to have node use a HTTP proxy. You can make your worker make a request to another program which has the proxy information.
I can use the cloudflare worker to handle incoming requests and send them to my PC which will act like an API endpoint and receive requests while being hidden in the worker so that way it can't be accessed outside it and my IP is protected