Suggestion to check 'pip config debug' in case of InvalidProxyURL exception

[nucccc]

When an InvalidProxyURL exception happens, an additional suggestion to check pip config debug is added. Attempt to fix issue #12649.

This is done by checking in function create_os_error_message if the type of the error corresponds to InvalidProxyURL.

A unit test is added in tests/unit/test_command_install.py, alongside with other existing tests for create_os_error_message.