(async () => {
    const browser = await puppeteer.launch({
        headless: false,
        args: [
            '--proxy-server=http://username:password@zproxy.luminati.io:22225'
        ]
    });
    const page = await browser.newPage();
    await page.goto('https://www.whatismyip.com/');
    await page.screenshot({ path: 'example.png' });

    //await browser.close();
})();

Error: net::ERR_NO_SUPPORTED_PROXIES at https://www.whatismyip.com/

const browser = await puppeteer.launch({
        headless: false,
        args: [
            '--proxy-server=zproxy.luminati.io:22225'
        ]
    });

 const page = await browser.newPage();

 page.authenticate({
        username: 'username',
        password: 'password'
 })

 await page.goto('https://www.whatismyip.com/');