[BUG] Chef integration errors when behind a Proxy

[fatbasstard]

Environment details (Operating System, Cloud provider, etc):
Ubuntu 20, Chef Infra Client, version 18.4.2, datadog (4.20.0)

Describe what happened:
Unable to send metrics to dataDog

Describe what you expected:

Steps to reproduce the issue:
Upgraded from Chef Infra 18.2.7 to 18.4.2 and now the DataDog Handler is broken where running behind a proxy:

Running handlers:
[2024-07-15T06:48:40+00:00] WARN: Could not determine whether chef run metrics were successfully submitted to Datadog. Error:
bad URI(is not URI?): "10.1.2.3:80"
[2024-07-15T06:48:40+00:00] WARN: Could not determine whether Chef event was successfully submitted to Datadog: . Error:
bad URI(is not URI?): "10.1.2.3:80"
[2024-07-15T06:48:40+00:00] WARN: Could not determine whether myhost's tags were successfully submitted to Datadog: []. Error:
bad URI(is not URI?): "10.1.2.3:80"
  - Chef::Handler::Datadog

All proxy configuration is unchanged (e.g. Datadog.yaml), but somehow the URL is not accepted anymore, maybe related to a Ruby Gem udpated somewhere?

Tried downgrading DataDog to 4.17 due to this PR: https://github.com/DataDog/chef-datadog/pull/909/files#diff-d09ea66f8227784ff4393d88a19836f321c915ae10031d16c93d67e6283ab55f without succes.

[fatbasstard]

Possibly related (or interesting) issue: DataDog/dd-trace-rb#2309