AS
getSelenideProxy().addRequestFilter("proxy-usages.request", new RequestFilter() {...});
getSelenideProxy().addResponseFilter("proxy-usages.response", new ResponseFilter() {...});
Как всегда, пример использования вы можете найти в тестах самого селенида:
https://github.com/codeborne/selenide/blob/master/src/test/java/integration/proxy/ProxyServerUsageTest.javahttps://github.com/codeborne/selenide/blob/master/src/test/java/integration/proxy/ProxyServerUsageTest.java