Add socks5 proxy support for OpenAPI generated python client

[rolf-moz]

Added support for Socks proxies for python.

This feature was requested: #16568
(note this is a resubmission as my original PR to the 8.x branch was a bad branch)

urlib3 already supports socks with the 'urlib3[socks]' variant or by installing PySocks.
Proxy types mirror what Urlib3 supports: "sock5" "socks5h" "socks4" "socks4a"

I would like advice on how to add tests for this.
@cbornet @tomplus @krjakbrjak @fa0311 @multani

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[multani]

@rolf-moz could you rebase or merge with main?

There has been a large change merged recently that also changed part of the code you want to change.

[rolf-moz]

@multani I resolved conflicts with the base branch, and cleaned up the proxy support code a bit.

[wing328]

lgtm. thanks for the PR.