[ADDED] natsOptions_SetProxyConnHandler option

[kozlovic]

Based from PR #871 that had formatting and test issues.

From: @wolfkor

Resolves #870

[codecov]

Codecov Report

❌ Patch coverage is 80.00000% with 5 lines in your changes missing coverage. Please review.
✅ Project coverage is 70.09%. Comparing base (a4f3a33) to head (d1a4937).
⚠️ Report is 1 commits behind head on main.

Files with missing lines	Patch %	Lines
src/comsock.c	78.94%	0 Missing and 4 partials ⚠️
src/opts.c	80.00%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #896      +/-   ##
==========================================
+ Coverage   70.08%   70.09%   +0.01%     
==========================================
  Files          47       47              
  Lines       15579    15592      +13     
  Branches     3211     3212       +1     
==========================================
+ Hits        10918    10929      +11     
- Misses       1576     1578       +2     
  Partials     3085     3085              

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