Use a tempfile.mkdtemp() based temporary directory

Change-Id: Ie0e8137615348b130b67323d0d2913dc5ebfd5fb
Add debug logger on per-test proxy-server

To help debug problems with the proxy-server app setup for each class,
we add a debug logger so that on failure we can see what requests were
actually sent.

Additionally, we move the set_http_connect() call to the same relative
position as the one before it for clarity of intent.

Related bug 1271962

Change-Id: Idc301c06e114b11c358ee4fbc0b2b70ec7743091
Merge "Add debug logger on per-test proxy-server"
Merge "Use a tempfile.mkdtemp() based temporary directory"