Simplify config exception tree and handling.

Also make sure we catch all config-related errors in all related places.
Fixes #324.
config: Set self._initialized before validating.

With a setting with an interpolation this caused a ValueError because
validate_all called get before self._initialized was True.
Fix AttributeError on HTTP/proxy authentications.

This is a regression introduced in cafb487ac9df0944dcf1c8002c37c4fb61f5dec9.

Fixes #355.
See #333.