Hello Andrei Dascalu,
Welcome to microsoft Q&A, thankyou for posting your query here.
AGIC supports tcp/tls proxy , but this is still preview mode. Please find the below links to check on the same.
how to register-to-the-tcp/tls-proxy-preview
also please find the below link if it helps you to configure better using Azure CNI or Calico.
Hope this helps you.