BUG/MINOR: config: use a copy of the file name in proxy configurations

BUG/MINOR: config: use a copy of the file name in proxy configurations

Each proxy contains a reference to the original config file and line
number where it was declared. The pointer used is just a reference to
the one passed to the function instead of being duplicated. The effect
is that it is not valid anymore at the end of the parsing and that all
proxies will be enumerated as coming from the same file on some late
configuration errors. This may happen for exmaple when reporting SSL
certificate issues.

By copying using strdup(), we avoid this issue.

1.4 has the same issue, though no report of the proxy file name is done
out of the config section. Anyway a backport is recommended to ease
post-mortem analysis.