According to https://datatracker.ietf.org/doc/html/draft-luotonen-web-proxy-tunneling-01#section-3.2, the expected response to a `CONNECT` should be `HTTP/1.1 200 Connection established` instead of `HTTP/1.1 200 OK`. Allow both responses for now (as still a lot of proxy implementations fail to follow the standard).

A HTTP(S), SOCKS, etc. proxy is traditionally specified by an URI of form `scheme://[user:pass@]host[:port]`. Accept both formats for backwards compatibility.