BUG/MINOR: http_client: make sure to preset the proxy's default settings

BUG/MINOR: http_client: make sure to preset the proxy's default settings

Proxies must call proxy_preset_defaults() to initialize their settings
that are usually learned from defaults sections (e.g. connection retries,
pool purge delay etc). At the moment there was likely no impact, but not
doing so could cause trouble soon when using the client more extensively
or when new defaults are introduced and failed to be initialized.

No backport is needed.