Allow setting ConnectDial on context

[ajvpot]

Allows the OnRequest handlers to hijack the ConnectDial function to dynamically set a destination, similar to the functionality available for hijacking the RoundTripper for non-CONNECT requests.

[elazarl]

Looks good.

Will the go 1.14 prevent older go versions from using goproxy?

[xzycn]

@elazarl

Hi,can you continue to merge this? This is a good feature for setting different proxy for CONNET method :)

[xzycn]

@elazarl I have tested it with go 1.17.9(go version go1.17.9 linux/amd64), it works fine.
Please review or think about this PR again? This is a key feature for case when making goproxy as a proxy gateway(forward to different upstream proxy) :)

[elazarl]

@xzycn thanks. Can you check why the CI failed?

[xzycn]

@elazarl Ther eare three tests failed when build in my fork. But the build status is "success".

[xzycn]

@elazarl These tests have the same result in current master. So I think this PR is OK.

[xzycn]

@elazarl Meanwhile,I build with go 1.17,and get the same result ("success"),afterall, this PR dosen't use any new breaking grammar :)

[ErikPelli]

Is this feature still required or the configurable function ConnectDialWithReq satisfies the purpose of this one? It can do different stuff based on the passed request