Load script from self hosted origin and further customizations to init

[lellky]

Is your feature request related to a problem? Please describe.
We have a server side GTM proxy that filters out sensitive data before being sent to Google.

Describe the solution you'd like
Instead of loading google analytics script from https://www.google-analytics.com/analytics.js I want the possibility to load it from https://www.my-domain.com/analytics.js and in the gtag config I want to set transport_url: 'https://www.my-domain.com/' and first_party_collection: true

Describe alternatives you've considered
Either write my own implementation or fork this otherwise great implementation and build on top of that.

[lellky]

I opened a PR with the necessary code changes here #101