common/proxy.scm: Improve error handling.

* common/proxy.scm (send-request): Change error handling: throw
  a proxy-error exception on error.
  (proxy-send-message): Improve error handling.  Throw a proxy-error
  exception on error.
* lazycat-daemon/lazycatd.scm (periodical-ping): Handle
  proxy-error exceptions.
* lazycat-daemon/curiosity.scm (curiosity): Likewise.