url: Improve CURLOPT_PROXY_CAPATH error handling

- Change CURLOPT_PROXY_CAPATH to return CURLE_NOT_BUILT_IN if the option
  is not supported, which is the same as what we already do for
  CURLOPT_CAPATH.

- Change the curl tool to handle CURLOPT_PROXY_CAPATH error
  CURLE_NOT_BUILT_IN as a warning instead of as an error, which is the
  same as what we already do for CURLOPT_CAPATH.

- Fix CAPATH docs to show that CURLE_NOT_BUILT_IN is returned when the
  respective CAPATH option is not supported by the SSL library.

Ref: https://github.com/curl/curl/pull/1257