Add tls_info(true) support when using Proxy

[gsanchezgavier]

Issue:

The current implementation of tls_info(true) is not supported when Proxy is used. The current implementation has a hardcoded false for some cases, like when using socks5 on rust_tls feature, and other Proxy config/features combinations.

Expectation:

Include tls info when using a proxy if tls_info(true) is set on the builder.