The threee tags `<name>`, `</name>` and `<command>` were frequently used
with a leading space that this removes. The reason this habbit is so
widespread in testcases is probably that they have been copy and pasted.
Hence, fixing them all now might curb this practice from now on.
Closes#12028
Failures clearly returned from a (SOCKS) proxy now causes this return
code. Previously the situation was not very clear as what would be
returned and when.
In addition: when this error code is returned, an application can use
CURLINFO_PROXY_ERROR to query libcurl for the detailed error, which then
returns a value from the new 'CURLproxycode' enum.
Closes#5770