Thunderbird Current: All accounts use the same internet connection (under General settings)
Thunderbird Request:Allow for each account an individual proxy setting (under Account settings)If nto set general setting is used
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For now you can use FoxyProxy. It's actually a firefox extension, but at least so far it loos like it works for thunderbird as well.
Download the app from https://addons.mozilla.org/en-US/firefox/addon/foxyproxy-standard/ (maybe need to open the page with a chromium browser to see the download button), then drag and drop the file into the extension manager.
Not quite "per account" proxy, but at least it allows to specify a proxy per destination server.
Alternatively, one could write a small "proxy.cap" file and point the integrated proxy settings toward it.