[fix] Use proxy ssl context consistently

[manav-a]

trafficstars

Summary

SSL context from httpx.Proxy is not used consistently across the proxy connections created in in HTTP transport this PR changes that. Haven't really added a test as I haven't found another test that check for proxy with custom ssl context but would love guidance around if/where one should be added here.

No specific documentation seems to be needed to be updated this should just get the api consistent.

Checklist

• [X] I understand that this PR may be closed in case there was no previous discussion. (This doesn't apply to typos!)
• [X] I've added a test for each change that was introduced, and I tried as much as possible to make a single atomic change.
• [X] I've updated the documentation accordingly.

[manav-a]

Miss clicked to closed by mistake

[manav-a]

@tomchristie could you please take a look at this when you have a chance

[karpetrosyan]

My apologies for the delayed review. Yes, we do need to pass the SSL context of the proxy to the HTTPCore pool.