My code is in an environment that has egress restrictions therefore I need to go through a proxy in order to connect to the outside world. Does google cloud libraries have the ability to pass in a proxy and connect via that?
Google Cloud Client libraries do not offer a built in proxy support. You will have to configure a system proxy or environment specific proxy.
For example, if you're running a JVM you can configure the proxy settings as described here.
Golang also supports something similar.