MEDIUM: proxy: only take defaults when a default proxy is passed.

MEDIUM: proxy: only take defaults when a default proxy is passed.

The proxy initialization code relies on three phases, allocation,
pre-initialization, and assignments from defaults. This last part is
entirely taken from the defaults proxy when arguments are set. This
sensibly complexifies the initialization code as it requires to always
have a default proxy.

This patch instead first applies the original default settings on a
proxy, and then uses those from a default proxy only if one such is
used. This will allow to initialize a proxy out of any default proxy
while still using valid defaults. A careful inspection of the function
showed that only 4 fields used to be set regardless of the default
proxy, and those were moved to init_new_proxy() where they ought to
have been in the first place.