https-proxy-agent: delete `pathname` from the proxy opts as well

Not strictly necessary, but a little bit cleaner...
https-proxy-agent: create the proxy socket connection first

Also remove the `host`, `hostname`, and `port` opts from the proxy
opts before mixing in. Shouldn't strictly be necessary, but gives me
a little bit of piece of mind.

Also add comment reminding me about why we mix in the proxy options,
since coming back today I had to think about it for a while before
remembering why it was necessary (good thing I have tests for it!)
test: enable the HTTPS over HTTPS test on node v0.11.8

Issue is now fixed, and all tests are now passing on v0.11.8 :D
History: use * instead of -

Matches `git changelog` output.
v0.3.1