[Feature Request] Better error messages when tunneling

[maxmcd]

When our end users request through a HTTP(S)_PROXY and there is an error connecting the error message simply returns "unsuccessful tunnel". It would be great to have the option of passing through a more detailed error message. ie: reporting that there was an error dialing the host, or explaining that the request was blocked.

Any interest in this being extended? I'd be happy to work on a PR if there is interest. Would be great to hear thoughts on how exactly to surface this. Maybe by supporting more http status, or even passing through the body if it fits in the header buf.