Update the proxy authentication

[amir-haroun]

This PR solves the proxy auth issue reported in #353.
The idea is to use the proxy_headers argument of the ProxyManager instead of the Proxy-Authorization http header according to the API docs

[amir-haroun]

@rcypher-databricks, @arikfr , @yansonggao-db , @andrefurlan-db , @jackyhu-db ,@benc-db
Can anyone take a look to this PR?

[kravets-levko]

@amir-haroun I was testing these changes a lot, and the code seems to work fine. I would like to ask you - can you add some tests for this code? Or maybe you can suggest some ideas on how to avoid regressions in future. Thank you!

[amir-haroun]

@kravets-levko,
Not sure what can be added as unit tests here (especially for auth...) but we can verify if the proxies are set using urllib.getproxies().get('http')