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Yes, you can subclass Net::HTTP, override the private on_connect method, then use setsockopt on @socket.io.setsockopt to set the socket options including TCP Keepalive, e.g.

class KeepaliveHttp < Net::HTTP
  def on_connect
    @socket.io.setsockopt(Socket::SOL_SOCKET, Socket::SO_KEEPALIVE, true)
    @socket.io.setsockopt(Socket::SOL_TCP, Socket::TCP_KEEPIDLE, 5)
    @socket.io.setsockopt(Socket::SOL_TCP, Socket::TCP_KEEPINTVL, 20)
    @socket.io.setsockopt(Socket::SOL_TCP, Socket::TCP_KEEPCNT, 5)
  end
end

Inspired by this answer: https://stackoverflow.com/a/73704394/994496

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