Added support for (Burp) relative URIs

When using [Burp Suite][1] with `oauth-proxy` configured as an upstream proxy, it tends to send only relative URIs, so the proxy needs some help to figure out where to forward the request to.

I'm aware that this is not necessarily the fault of `oauth-proxy` but
   1. Burp Suite is not free nor open source software, so I have little chance to patch it and
   2. this shouldn't break existing use-cases of `oauth-proxy`.

While I was there, I also fixed an unnecessary list instantiation.

  [1]: http://portswigger.net/burp/