[feature] Support for proxying websocket through https proxy

[philipatl]

Is your feature request related to a problem? Please describe.

I need to use a proxy server that itself requires TLS (proxy URL has https scheme).

Describe the solution you'd like

I should be able to use a proxy server (eg, via ProxyFromEnvironment) that has an https scheme and uses TLS. Currently, proxy_RegisterDialerType only registers the 'http' scheme. This should also be able to use my client TLSClientConfig which could be necessary to communicate with my proxy.

Describe alternatives you've considered I do not see any other alternatives. The workaround suggested in comments below on 12/3/21 is impractical, especially when using ProxyFromEnvironment and applying this to other libraries. I should not have to mangle my proxy scheme to get this to work.

[ghost]

Possible workaround:

• Hook proxy function to change https to http
• Set Dialer.NetDialContext to tls Dialer.DialContext.