Set Proxy for a few, not all, streams

Hello,
I have this Proxy Question. I know that there's a setting to have LMS request all streams through a proxy.
Now I was wondering if it was possible somehow to only have LMS proxy a few radio streams, while accessing all other ones directly.
Maybe one can add the proxy settings to the URL saved in the favorites list?

This would allow me to only request the U.S. geoblocked streams from my U.S. proxy.

My setup so far was that I ran my own Squid proxy on my LAN and I had it set to forward all requests containing "streamtheworld" to an external U.S. Proxy.

But I'm currently rebuilding my setup and therefore arrived at the question if I could have the same result without having to set up my own proxy.

So, do you think it can be done?

Best Regards and thanks!