_validate_security_groups_on_port was not validating external_ids

The function _validate_security_groups_on_port was not validating a ports
security group id if the id was an external id. The unit tests now use
set_override() rather than setting cfg values directly. Lastly, quantum.conf
now has the proxy_mode option exposed.
Fixes bug 1095864

Change-Id: I0ec7f9ed36f1a46156c47a115be936bb41ef75d9
Merge "_validate_security_groups_on_port was not validating external_ids"