Update proxy documentation

[corbob]

Description Of Changes

Update the proxy documentation to be clear about the order of proxy configurations applying. Add known issues with links.

Motivation and Context

The proxy configuration has changed slightly from Chocolatey CLI 1.4 to 2.1.0

Testing

• I have previewed these changes using the Docker Container or another method before submitting this pull request.

Change Types Made

• Minor documentation fix (typos etc.).
• Major documentation change (refactoring, reformatting or adding documentation to existing page).
• New documentation page added.
• The change I have made should have a video added, and I have raised an issue for this.
  • Issue #

Change Checklist

• Requires a change to menu structure (top or left hand side)/
• Menu structure has been updated

Related Issue

• ENGTASKS-3200

[corbob]

I've updated the docs with the requested changes from pauby. I have included them as a fixup! commit with the intention that we should git rebase upstream/master -i --autosquash before the merge which will bring the branch in line with master, as well as fixup the mentioned commit into the original commit where the changes were made.

[vexx32]

This looks good to me, thanks for fixing this up! 💖

requested changes have been applied