Support proxy exception list

I'm glad to see the new auto-proxy support, much more convenient!

A closely related feature is that more complicated proxy configurations have exception lists, e.g. no_proxy=localhost, listing servers (usually on the local LAN) that should not go via the proxy. Windows allows this, and it seems from a quick search that on unix the no_proxy env var can be used. At least, wget and w3m use it.

I know of a user who actually needs a setup like this, everything goes through a proxy, but they have some servers on localhost which the proxy of course is not aware of.

So I think what'd we'd need is to extend the Proxy constructor with such a list, and then check when we're about to make a connection if the target host is on the list and if so to make a direct connection rather than using the proxy.

Start at the Proxy constructor and the connection-making path described in the issue. Trace how the target host is selected for proxying, then define how an exception list should be represented and matched. Done means listed hosts connect directly while other targets continue using the proxy; no tests or files are named in the issue.

Written by the indexing model from the issue text.