Proxy settings not fully honored

[ocervell]

It seems that proxies are not honored, by looking at Wireshark traffic I see some requests not going through any proxy.

I think this is related to https://github.com/gocolly/colly/issues/392

We probably need to disable keep alives like:

c.WithTransport(&http.Transport{
  DisableKeepAlives: true,
})

in the code here