While developing with Websockets it can be helpful/necessary to attach a proxy to the client via ClientWebSocketOptions.Proxy. It seems like it might be possible to do something like this:
await client.ConnectAsync();
client.Client.NativeClient.Options.Proxy = new WebProxy("http://127.0.0.1:8888");
However, the proxy needs to be attached before the connection is established. Otherwise you receive an error like this:
InvalidOperationException: The WebSocket has already been started.
Unfortunately, Connect() does not appear to provide access to the underlying client between the time it is created and when the connection is established.