chore: document and test custom SSL Context passing

[Tasssadar]

This should be the official, supported way of passing SSL context to Requests. Let's document and test it, so it does not break in the future.

It would be also fairly easy to modify HTTPAdapter to actually take ssl context natively and make this easier for users - I can prepare a PR, but from the general vibe of the project, it seemed to me that expanding the feature set like this is not that desired, so just a test and docs for now.

Fixes #7040