Wrong breadcrumbs when using a proxy with a Python client

Our Sentry-enabled backend application written in Python needs a proxy for external access so that communication with our on-premised Sentry runs completely via that proxy. Today I’ve noticed this in the breadcrumbs:

Every single request from inside our application is displayed as being directed to the proxy, these two requests to Sentry are just an example. While this is mostly correct from the networking point of view (every request goes to the proxy, which uses Host header to direct requests to the correct host), this is wildly incorrect from the UX/UI point of view.

Is this a bug, a misconfiguration or something else? Thanks.