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Add support for proxy and headers #831

Job	Run time
Build on MacOS (Intel)	8m 42s
Build on Linux (boringcrypto) (linux, amd64)	10m 0s
Build on FreeBSD (AMD64)	9m 28s
Build on Linux (boringcrypto) (linux, arm64)	10m 11s
Build on Linux (linux, amd64)	10m 11s
Build on MacOS (ARM)	5m 19s
Build on Linux (linux, arm64)	10m 21s
Build on Windows (AMD64)	13m 31s
Build on Linux (linux, ppc64le)	10m 2s
Build on Linux (linux, s390x)	10m 3s
	1h 37m 48s

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