CURLOPT_PROXYHEADER: set headers for proxy-only

Includes docs and new test cases: 1525, 1526 and 1527

Co-written-by: Vijay Panghal
CURLOPT_HEADEROPT: added

Modified the logic so that CURLOPT_HEADEROPT now controls if PROXYHEADER
is actually used or not.
symbols-in-versions: Added CURLHEADER_*

... and sorted the list
curl: add --proxy-header
curl.1: documented --proxy-header
test1428: verify --proxy-header
PROXYHEADER: send these headers in "normal" proxy requests too

Updated the docs to clarify and the code accordingly, with test 1528 to
verify:

When CURLHEADER_SEPARATE is set and libcurl is asked to send a request
to a proxy but it isn't CONNECT, then _both_ header lists
(CURLOPT_HTTPHEADER and CURLOPT_PROXYHEADER) will be used since the
single request is then made for both the proxy and the server.
docs: this is for 7.37.0

And clarify for curl that --proxy-header now must be used for headers
that are meant for a proxy, and they will not be included if the request
is not for a proxy.