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The YXI package uses built-in options for installing packages and are not configurable. You should, however, be able to modify the pypi (package-index) source path by creating a pip.ini configuration file: https://pip.readthedocs.io/en/stable/user_guide/#config-file. I have been able to do that on my setup to test out certain pip settings, so hopefully you will be able to do something similar.
That is correct, the pip.ini file will only be able to affect your local pip installs. To affect this on an Alteryx Server, you would have to request that the server admin create a pip.ini configuration in the %APP_DATA%/pip path.