URLStreamHandler class:

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protected URLConnection openConnection(URL u,
                           Proxy p)
                                throws IOException

Same as openConnection(URL), except that the connection will be made through the specified proxy; Protocol handlers that do not support proxying will ignore the proxy parameter and make a normal connection. Calling this method preempts the system's default ProxySelector settings.
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In the HTML spec "ProxySelector" has no link to correcponding class.