[1] describes a very basic proxy support indeed. However I can't imagine a use case for that. What is useful is a support for rotation of proxy list with every download request together with auto-updating such list.

As for modules - splitting each site's support by file is an absolute minimum for sanity. Keeping up all that support in one project quickly becomes quite a chore for a single project maintainer. The whole process fetching the while project and initiating a PR on a github is also rather awkward for developer too. Hence the existence of https://github.com/un-def/dl-plus project.