QHttp has setSocket, which is quite handy when we need todo some additional job on http traffic or when we need to initiate connection in some special way.
but it seems QHttp is deprecated (documentation doesn't say so, but eceryone else do) and its
recommended to use QNetworkAccessManager instead.

QNetworkAccessManager has no a way to set custom socket for http requests, so its always
plain QTcpSocket or QSslSocket and thus its impossible to do some custom job on socket.

providing asynchronous external socket factory would be a good solution for me.
asynchronous because it may be required to initiate custom socket before returning it to qnam and we don't want blocking.

I googled a bit and it seems this feature requested not only by me and I can try to implement this.