s_client -proxy / -starttls shouldn't be mutually exclusive

s_client -proxy / -starttls shouldn't be mutually exclusive

The option -proxy of openssl s_client works fine. The option
-starttls also works fine. However, try putting both of them
on command line. It breaks, these options don't work together.

The problem is that -proxy option is implemented using starttls_proto
(the option parsing code sets it to PROTO_CONNECT) and -starttls option
overwrites the same variable again based on argument value.

The suggested fix is to independently handle -proxy option before
-starttls so the s_client can connect through HTTP proxy server and
then use STARTTLS command.

Reviewed-by: Matt Caswell <matt@openssl.org>
Reviewed-by: Tomas Mraz <tomas@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/17925)

(cherry picked from commit 802cacf34f2db9111becb4f0d3aa00460df13a19)