You may use a custom host and change the default hosts to which the API client connects. More example can be found from this documentation: https://www.algolia.com/doc/api-client/getting-started/customize/python/?client=python#use-a-custom-host
When assigning the domain hosts to be proxied on, please ensure the environment variables are set in capital letters (i.e. HTTP_PROXY=http://example.com or HTTPS_PROXY=https://example.com not http_proxy=http://example.com or https_proxy=https://example.com) as the library expects the variable names to be in that case.