Added support for (Burp) relative URIs

When using [Burp Suite][1] with `oauth-proxy` configured as an upstream proxy, it tends to send only a 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/