You can subclass Connection
https://github.com/Mpdreamz/NEST/blob/master/src/Nest/Domain/Connection/Connection.cs
And override
protected override HttpWebRequest CreateWebRequest(string path, string method)
{
//return your derived WebRequest here.
}
then use this overload on ElasticClient
https://github.com/Mpdreamz/NEST/blob/master/src/Nest/ElasticClient.cs#L29
To use your custom IConnection
.