* HTTPS proxies:

An HTTPS proxy receives all transactions over an SSL/TLS connection.
Once a secure connection with the proxy is established, the user agent
uses the proxy as usual, including sending CONNECT requests to instruct
the proxy to establish a [usually secure] TCP tunnel with an origin
server. HTTPS proxies protect nearly all aspects of user-proxy
communications as opposed to HTTP proxies that receive all requests
(including CONNECT requests) in vulnerable clear text.

With HTTPS proxies, it is possible to have two concurrent _nested_
SSL/TLS sessions: the "outer" one between the user agent and the proxy
and the "inner" one between the user agent and the origin server
(through the proxy). This change adds supports for such nested sessions
as well.

A secure connection with a proxy requires its own set of the usual SSL
options (their actual descriptions differ and need polishing, see TODO):

  --proxy-cacert FILE        CA certificate to verify peer against
  --proxy-capath DIR         CA directory to verify peer against
  --proxy-cert CERT[:PASSWD] Client certificate file and password
  --proxy-cert-type TYPE     Certificate file type (DER/PEM/ENG)
  --proxy-ciphers LIST       SSL ciphers to use
  --proxy-crlfile FILE       Get a CRL list in PEM format from the file
  --proxy-insecure           Allow connections to proxies with bad certs
  --proxy-key KEY            Private key file name
  --proxy-key-type TYPE      Private key file type (DER/PEM/ENG)
  --proxy-pass PASS          Pass phrase for the private key
  --proxy-ssl-allow-beast    Allow security flaw to improve interop
  --proxy-sslv2              Use SSLv2
  --proxy-sslv3              Use SSLv3
  --proxy-tlsv1              Use TLSv1
  --proxy-tlsuser USER       TLS username
  --proxy-tlspassword STRING TLS password
  --proxy-tlsauthtype STRING TLS authentication type (default SRP)

All --proxy-foo options are independent from their --foo counterparts,
except --proxy-crlfile which defaults to --crlfile and --proxy-capath
which defaults to --capath.

Curl now also supports %{proxy_ssl_verify_result} --write-out variable,
similar to the existing %{ssl_verify_result} variable.

Supported backends: OpenSSL, GnuTLS, and NSS.

* A SOCKS proxy + HTTP/HTTPS proxy combination:

If both --socks* and --proxy options are given, Curl first connects to
the SOCKS proxy and then connects (through SOCKS) to the HTTP or HTTPS
proxy.

TODO: Update documentation for the new APIs and --proxy-* options.
Look for "Added in 7.XXX" marks.