Document that azure-iot-sdk-c does not currently support HTTPS proxy, only HTTP

[ewertons]

Checklist

• I have read the [contribution guidelines] (https://github.com/Azure/azure-iot-sdk-c/blob/main/.github/CONTRIBUTING.md).
• I added or modified the existing tests to cover the change (we do not allow our test coverage to go down).
• If this is a modification that impacts the behavior of a public API
  • I edited the corresponding document in the devdoc folder and added or modified requirements.
• I submitted this PR against the correct branch:
  • This pull-request is submitted against the main branch.
  • I have merged the latest main branch prior to submission and re-merged as needed after I took any feedback.
  • I have squashed my changes into one with a clear description of the change.

Reference/Link to the issue solved with this PR (if any)

Description of the problem

Documentation requested as mitigation for IcM 422685535

Description of the solution