alas no luck - so far still the only option is to use command line parameters to your own app - and yes every single embedded web engine sub-process will reuse the same parameters (no luck with different proxy per tab problem)
e.g. if you try
MyApp.exe --proxy-server=host:port
and your app opens 10 tabs the same proxy it will be reused by every single tab/or browser/or sub-process/
pretty much the same as setting global proxy (at application level)
https://bugreports.qt.io/browse/QTBUG-59490
BTW: if they implement the above they need to decide which has higher priority - global app level proxy or per web engine sub-process