Propagate errno from the proxy connection functions

Propagate errno from the proxy connection functions

One missing case, however, is at the step where we camel_getaddrinfo() for the
proxy hostname.  That function returns a CamelException, but we don't have a
good way to translate that to an errno.  So, we return a EHOSTUNREACH in
that case.

Signed-off-by: Federico Mena Quintero <federico@novell.com>