parse_proxy: reject illegal port numbers

If the port number in the proxy string ended weirdly or the number is
too large, skip it. Mostly as a means to bail out early if a "bare" IPv6
numerical address is used without enclosing brackets.

Also mention the bracket requirement for IPv6 numerical addresses to the
man page for CURLOPT_PROXY.

Closes #415

Reported-by: Marcel Raad