Test proxy behavior when origin server disconnects

Add a test for a CONNECT proxy where the remote server closes the
connection, and then we try to reuse it.
make sure we send connection: close header (should probably consider testing
all 3 ways connection might close)
Fix reconnecting, through a proxy, to a closed connection
treat closed connections as dropped
Since appengine (and possibly other) environments may not have
the conn.auto_open attribute, don't rely on its presence (use getattr to read
it).
Update comments for auto_open references
Merge pull request #369 from cg2v/proxy-reconnect-test

Test proxy behavior when origin server disconnects.