docs: document proxy behavior and verify with a test #221
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The axios npm module supports setting an HTTP or HTTPS proxy via the http_proxy and https_proxy environment variables. It also happens to be undocumented, which I didn't figure out until writing my own implementation 😂
Here I'm just adding a few tests, and updating our docs. I will follow up with a PR against the axios docs to save others from my fate.
Addresses #65.