Add proxy and auth support to wfs client (#3982)

Copied & adapted from similar code in mapwmslayer.c.

Fix two copy-pasto errors while here, wfs_http_cookie was not
looked up.
Move the common code handling proxy/auth metadata statements in a single function
test for msHTTPAuthProxySetup() return value against MS_SUCCESS
Merge pull request #4708 from landryb/master

Add proxy and auth support to wfs client (#3982)