fix: add proxy support when fetching patches

[timja]

• Ready for review
• Follows CONTRIBUTING rules
• Reviewed by Snyk internal team

What does this PR do?

Adds proxy support when fetching patches, see #112

Let me know if you think this should be refactored into the lib/request/request file,

Where should the reviewer start?

How should this be manually tested?

Any background context you want to provide?

#112

What are the relevant tickets?

Screenshots

Additional questions

[odinn1984]

@timja-kainos please run npm run lint and fix all of the linting errors and make sure tests are running correctly. Thanks!

[odinn1984]

@timja-kainos please make sure that there is only one fix commit that contains the fix with the following format: "fix: what we fixed" also the branch name should be in the format of "fix/what_fixing"

also, this change needs to be documented as it may cause some un-expected behaviour for users that don't expect this.

[timja]

@odinn1984 The docs say this should work https://snyk.io/docs/faqs/#using-snyk
I partially fixed this a couple of months ago after the migration from request to needle but I didn't notice that this part wasn't working and other priorities came up.
Are any additional docs changes needed?

[timja]

Superseded by #122