[JENKINS-42191] Enhance CLI HTTP proxy support (#2711)

* Enhance CLI HTTP proxy support

Fix few issues around proxy support in CLI:

* make proxy support work with recent Squid version which reply with HTTP/1.1 even if request is HTTP 1.0
* close the socket connected to the proxy if the connection failed
* output an error message when proxy connection failed
* don't do a reverse DNS lookup, instead use the host string provided in X-Jenkins-CLI-Host headers (we don't know if the DNS resolver on the
proxy will be able to resolve the name correctly, or like us).

* Use stdout to output CLI proxy connection error message

* Use the logger to output the error message, not System.out

* Add a 'verbose' option to the CLI to turn logging on

This should help people diagnosing connection issues with the CLI.

* [JENKINS-42191] Set log level to FINEST when -v is passed