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Continue is configured through config.yaml (or ~/.continue/config.json). Add a model with an OpenAI-compatible provider.
config.yaml
models:
  - name: Sonnet (ethereal)
    provider: openai
    model: claude-sonnet-4-6
    apiBase: https://api.ethereal.llc/v1
    apiKey: eth-...
  - name: Opus (ethereal)
    provider: openai
    model: claude-opus-4-8
    apiBase: https://api.ethereal.llc/v1
    apiKey: eth-...
provider: openai + apiBase is the key pair: this way Continue sends requests in OpenAI format to ethereal.