For OpenAI, you need a proxy anyway because, in addition to not supporting IPv6, they also do not support idempotent answers.
Various solutions were shared on the forum. @zensh literally shared a solution today: Idempotent Proxy Show: proxy HTTPS Outcalls to any Web2 service
Additionally, @massimoalbarello and @ilbert also provide solutions. You might find it documented them in this thread: Non replicated HTTPS outcalls or I’m sure they will be happy to share more information as well.
I would go with one of those solutions. However, if you are really looking for something else, like coding it yourself, you can have a look at my experiment where I coded some serverless functions on Firebase as a proxy. But that’s more for hacking around: https://github.com/peterpeterparker/juno-openai