[CLM-3483] Added proxy option to analytics client.

We allow users to configure a proxy for AHC so I needed a similar feature in Segmentio's java client. 

I'm really sorry about the code formatting. I tried to wrestle with Segmentio's format but in the end just had to reformat the entire class. It is easier to diff if you use the split view.

Basically, added a set and get proxy method to the Segementio config class. Then in the client set the proxy on the http client. Also added a unit tests that checks to see if a connection to a proxy is attempted.