If the stream claims to support this feature, we can let the transport
set the proxy.
We also set HTTPPROXYTUNNEL option so curl can create a tunnel through
the proxy which lets us create our own TLS session (if needed).
cURL has a mode in which it acts a lot like our streams, providing send
and recv functions and taking care of the TLS and proxy setup for us.
Implement a new stream which uses libcurl instead of raw sockets or the
TLS libraries directly. This version does not support reporting
certificates or proxies yet.
