Add support for http proxy to esp8266 http client

[ChrisSmith]

Fixes #8085

I was able to verify this works with my proxy setup, it would be good for others to test as well, I'm no expert on how proxies are configured.

I do very little c++ so don't be afraid to give me lots of feedback :)

[ChrisSmith]

Sample usage

WiFiClient client;
HTTPClient http;

http.setProxyHost("http://192.168.1.1:8080");
http.begin(client, "http://foo.bar/");
  
// If the proxy requires auth
http.addHeader("Proxy-Authorization", "Basic aaaaaaaaaaaa=");
http.GET();

[d-a-v]

What about putting a line in the documentation, or adding an example ?

[ChrisSmith]

sure, can you point me to where those are located?

[d-a-v]

Here's the HTTPClient examples location.
As you can see, the file hierarchy is myExampleName/myExampleName.ino.

Documentation is ...
... there's absolutely no official documentation on HTTPClient.
So your addition will be added in the documentation when it will be written for the whole class, or if we add doxygen at some point.

[d-a-v]

Thank you for your time on this factorisation effort !
Little changes, the most important are the debug lines that were mistakingly added I believe

[d-a-v]

Thanks for all your updates !
CI is still complaining:
https://github.com/esp8266/Arduino/pull/8094/checks?check_run_id=2744634954#step:5:117

[d-a-v]

Thanks for your patience !

[d-a-v]

@ChrisSmith Do you think you can solve the conflict, or do you need help ?
I/someone will merge right after the fix

[ChrisSmith]

Hey @d-a-v I don't have time to resolve the conflict and test at the moment. You should be able to resolve + commit to this branch if you'd like. Otherwise I'll get to it when I am free

[mcspr]

#8237 also broke this even more, so I don't mind fixing this instead of @d-a-v