url: split off proxy init and parsing from create_conn

Move the proxy parse/init into helper create_conn_helper_init_proxy to
mitigate the chances some non-proxy code will be mistakenly added to it.

Ref: https://github.com/curl/curl/issues/1274#issuecomment-281556510
Ref: https://github.com/curl/curl/pull/1293

Closes https://github.com/curl/curl/pull/1298