I have looked at the docks and searched the code but can find no mention of proxy support.
So it seems there is no native way to do this.
However I have found the following code that allows the headless chrome binary to be used with proxy settings.
DesiredCapabilities capabilities = DesiredCapabilities.chrome();
capabilities.setCapability("chrome.switches", Arrays.asList("--proxy-server=http://user:password@proxy.com:8080"));
WebDriver driver = new ChromeDriver(capabilities);
So my question is where can I add this code in Dusk to allow me to use a proxy server with Dusk and the headless chrome in it?