Selenium proxy with authentication

I have to use selenium and proxy with authentication. I have a few constraints

1. I can't use selenium-wire (only pure selenium allowed)
2. I have to use headless mode (e.g. chrome_options.add_argument("--headless"))

I read this answer Python proxy authentication through Selenium chromedriver but it doesn't work for headless mode.

Is it possible to use proxy with authentication in my case? (browser(Chrome, Firefox) is not important)

---

I need python function to create selenium webdriver object authenticate to proxy

from Selenium proxy with authentication