Allow setting proxy parameters for HTTP and git requests to code hosts

Created by: emchap

Feature request description

The ability to set proxy parameters for HTTP and git requests to code hosts, and documentation on how to do that.

Is your feature request related to a problem? If so, please describe.

SG employees see https://sourcegraph.slack.com/archives/C0W2E592M/p1625683121455400. Discussed this with Joe, who asked me to raise an issue.

Describe alternatives you've considered.

N/A

Additional context

Discussed with @unknwon, he asked me to make an issue.