Request for proxy headers

[benoist]

Hi,

Thanks for maintaining this great crate!

I was looking at the options to add custom proxy headers in the CONNECT phase, but I see only user agent and proxy-authentication are sent in the tunnel method.

Could we for example extend the ProxyScheme struct to allow setting custom headers as well?

Just like with curl you can do --proxy-header and specify customer headers.

This is useful when using a rotating proxy and you want to hint the proxy rotator with some info about what type of proxies to use.

[seanmonstar]

This seems like a fair request. By adding a new method, similar to Proxy::basic_auth(), but Proxy::headers(HeaderMap).