+The optional B<proxy> parameter can be used to set the address of the an
+HTTP(S) proxy to use (unless overridden by "no_proxy" settings).
+If TLS is not used this defaults to the environment variable B<http_proxy>
+if set, else B<HTTP_PROXY>.
+If B<use_ssl> != 0 it defaults to B<https_proxy> if set, else B<HTTPS_PROXY>.
+An empty proxy string specifies not to use a proxy.
+Else the format is I<[http[s]://]address[:port][/path]>,
+where any path given is ignored.
+The default proxy port number is 80, or 443 in case "https:" is given.
+The HTTP client functions connect via the given proxy unless the B<server>
+is found in the optional list B<no_proxy> of proxy hostnames (if not NULL;
+default is the environment variable B<no_proxy> if set, else B<NO_PROXY>).
+Proxying plain HTTP is supported directly,
+while using a proxy for HTTPS connections requires a suitable callback function
+such as B<OSSL_HTTP_proxy_connect()>, described below.
+