Questions on converting a lead in Salesforce

For one of our customer integrations, we need to convert an existing lead in Salesforce. The Salesforce SOAP API does have a call that supports converting a lead. The Salesforce REST API does not support converting a lead directly, but you can create a custom Apex class to convert the lead, and then call the class using the /services/apexrest/api/ URI.

Unfortunately, I can’t find any way to do either through the Salesforce connector. Am I missing something? Is there a way to use either approach with the connector? If not, I will have to create an HTTP connection to Salesforce, and call the Apex class using that connection/connector. I am concerned that will count as an extra connection for this customer, and increase their subscription cost.

Could you do this?
https://docs.celigo.com/hc/en-us/articles/19906581226779-Connect-to-Salesforce-REST-relative-URIs-via-proxy