Proxy support & OS X

Hi, thank you very much for the library!

1. How can I establish a connection to an MQTT server using an HTTP proxy? One option is to pass the client a socket that has already established a connection to the proxy server, but I couldn't find a constructor in boost::mqtt5::mqtt_client::mqtt_client for passing a custom socket.
2. https://www.boost.org/library/latest/mqtt5/ says the library has been tested on Windows and Linux. Do you plan to also include OS X support? After all, boost is a cross-platform library.

Thank you for your attention

Start with boost::mqtt5::mqtt_client::mqtt_client and review how connections and sockets are currently constructed. Check the library's platform support documentation linked in the issue and determine the expected scope for HTTP proxy connections and OS X support. Done requires a documented, agreed approach for both requests, with implementation and platform validation defined.

Written by the indexing model from the issue text.