update comment
Set connect timeout for proxies via HTTPS

Previously the timeout was set on the the connection too late in the process.
This change passes through the timeout value to _new_conn so it's set for proxy
connection attempts.
Add extra test. Make some changes
Restore old interface; add connect_proxy_early def

Instead of passing through a timeout object and changing the _new_conn and
_get_conn interfaces, check for a proxy connection and add a separate method to
connect() if necessary.
Code review fixes
Kill underscore, newline
Merge branch 'master' into https-proxy
Merge branch 'master' into https-proxy
Merge pull request #505 from kevinburke/https-proxy

Respect timeout with HTTPS proxy.