urllib3: Handle proxy environment variables

[jku]

This is filed in anticipation of #2762 getting merged.

urllib3 made a conscious decision to not handle proxy variables -- this is understandable for them but I don't think we can just hand wave the issue away: loads of users are behind dumb corporate proxies and their only way to get software working is proxy variables.

We can implement a small component above urllib3 PoolManager/ProxyManager that handles this. I have a prototype already