Proxy connection headers not checked for as standard

[pettzilla1]

httpcore/httpcore/_async/http_proxy.py

Line 280 in c96fdf7

connect_headers = merge_headers(

Hi I've noticed that headers which can change during proxy auth aren't checked for to see if they are in the request, I think it may be worth adding a check to see if ('proxy-authorization','proxy-connection','connection') are in the request and need to be added to the proxy headers,
If this can already be done happy to be pointed in the right direction

[tomchristie]

I'll bump this into "discussion" as a starting point, as I don't think it's yet clearly framed enough to warrant an issue.