static void Main(string[] args)

        {

            System.Net.ServicePointManager.ServerCertificateValidationCallback = (object sender, X509Certificate certificate, X509Chain chain, SslPolicyErrors sslPolicyErrors) => true;

            ClientContext context = new ClientContext(https://domain.sharepoint.com);

            SecureString se = new SecureString();

            foreach (var cc in "password")

            {

                se.AppendChar(cc);

            }

            context.Credentials = new SharePointOnlineCredentials("user@domain.onmicrosoft.com", se);

            context.ExecutingWebRequest += context_ExecutingWebRequest;

            context.ExecuteQuery();

        }

        static void context_ExecutingWebRequest(object sender, WebRequestEventArgs e)

        {

            //e.WebRequestExecutor.WebRequest.Proxy = new System.Net.WebProxy("");

            //e.WebRequestExecutor.WebRequest.CookieContainer= cookie

        }