In the n8n HTTP Request node, open the options and fill the proxy with http://username:password@IP:20001. Each node has its own, so you can use one address per flow.
When it does not work
n8n running in Docker does not see the proxy configured on the machine. The address has to be in the node or in the container environment.
A 407 in the node is the username or the password, and n8n shows the code in the node output. Read that output before rebuilding the flow.