HTTPS proxy support (Second attempt)
Rebased work on https://github.com/pocoproject/poco/pull/3040 https://github.com/pocoproject/poco/issues/3035 Added possibility to connect to HTTPS proxy. Not all proxies support CONNECT requests, so it's possible to send a request directly to HTTPS proxy without CONNECT requests. This behavior is controlled by the proxy tunnel option which is 'true' by default for backward-compatibility. In the case of HTTP endpoint and HTTP proxy, there is no tunneling despite the tunnel option being true by default. This was done also for backward-compatibility.
I also included the following fix https://github.com/ClickHouse/poco/pull/63
These changes are battled-tested in ClickHouse project.
@Jokser do you plan to work on this or should I close it?