[PR #4661/50753eac backport][3.8] Support websocket proxies configured via environment variables

[webknjaz]

This is a backport of PR #4661 as merged into master (50753ea).

PR #4661

Resolves #4648

Co-authored-by: Sviatoslav Sydorenko wk.cvs.github@sydorenko.org.ua
(cherry picked from commit 50753ea)

What do these changes do?

Fixes a problem with the non-working configuration of the proxy
for wss (when a proxy URL was set via env var).

Are there changes in behavior for the user?

Working proxy

Related issue number

Resolves #4648

Checklist

• I think the code is well written
• Unit tests for the changes exist
• Documentation reflects the changes
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