Refactor proxy settings and add error handling #3525

Job	Run time
gatekeeper	8s
env	7s
changes	2s
coverage_draft / generate and upload	2m 20s
application_tester_draft / run (ubuntu-latest)	2m 54s
scripttest_draft / run	1m 19s
guitest / run (ubuntu-latest)	1m 24s
guitest_draft / run (windows-latest)	2m 20s
guitest / run (macos-13)	1m 43s
pytest / run (windows-latest)	4m 18s
application_tester / run (windows-latest)	5m 7s
pytest / run (macos-13)	3m 58s
application_tester / run (macos-13)	3m 6s
ubuntu / build	7m 11s
mac / build	5m 32s
documentation / build	20s
windows / build	39s
	42m 28s

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