* Ensure load_verify_locations raises SSLError for all backends

This also adds TestSSL to the classes tested in SecureTransport and
PyOpenSSL, since:

1. TestSSL was the most natural place for this test.
2. The test only makes sense when run against all SSL backends.

Co-authored-by: Pierre-Louis Bonicoli <pierre-louis.bonicoli@libregerbil.fr>

* Remove redundant check in test

pytest.raises() already checks this.

* Update test_socketlevel.py

Co-authored-by: Pierre-Louis Bonicoli <pierre-louis.bonicoli@libregerbil.fr>
Co-authored-by: Seth Michael Larson <sethmichaellarson@gmail.com>

* Add support to talk HTTPS to proxies.

Currently there's no way to validate identify for the proxy you might be
connecting. Proxies supporting HTTPS endpoints are becoming more common
and we need to extend the support for them.

When an HTTPS proxy is provided, instead of doing the HTTP CONNECT,
we'll forward any requests directly to the proxy and ultimately to the
destination.

* Fix proxy_headers missing on HTTPS proxy connections.

* blackfmt missing files.

* Prevent usage of HTTPS proxies when fetching HTTPS resources.

- Will be supported by default when we can do TLS within TLS.

* Update proxy documentation with more information.

* Renamed flag for HTTPS websites through HTTPS proxies.
* Added myself to contributors.

* Documentation and contributors fixes.

* Removed mention that TLS in TLS is being developed as requested.
* Space in between my name and the github page.

* Add flag to enable HTTPS proxy support.

Now that we're adding support for HTTPS proxies we want to avoid
a breaking change with clients that had an improper proxy configuration.

For now, we're adding a warning an defaulting to the previous behavior.
In the future we'll change the behavior to enable HTTPS proxies by
default.

* Remove guard flag, error out on HTTPS/HTTPS.

As requested in the last revision for the PR:

- Removed the _enable_https_proxies flag. Instead the feature will be
  enabled and will error out on invalid configurations. (HTTPS + HTTPS)
- Other comments: rename a method, parentheses to clarify order of
  operations.

Co-authored-by: Seth Michael Larson <sethmichaellarson@gmail.com>