Allow AzCopy support Socks proxy
Today AzCopy can use an HTTPS proxy, which is good but not enough.
In big companies, you can have 1 https proxy for the whole company, but several expressRoutes for each teams/entity. For example you can have a dedicated expressRoute to feed/consume ADLSGen2 and another for the other needs.
In this case, there is no easy way to select the expressroute you want/need to use. Hence, an easy way is to deploy Socks proxies.
But AzCopy does not allow passing a socks proxy as parameter.