HTTP client: Work around HTTPS proxy use bug due to callback design flaw

See discussion in #17088, where the real solution was postponed to 4.0.

This preliminarily fixes the issue that the HTTP(S) proxy environment vars
were neglected when determining whether a proxy should be used for HTTPS.

Reviewed-by: Tomas Mraz <tomas@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/17310)
