[BUG] proxy: stats frontend and peers were missing many initializers

[BUG] proxy: stats frontend and peers were missing many initializers

This was revealed with one of the very latest patches which caused
the listener_queue not to be initialized on the stats socket frontend.
And in fact a number of other ones were missing too. This is getting so
boring that now we'll always make use of the same function to initialize
any proxy. Doing so has even saved about 500 bytes on the binary due to
the avoided code redundancy.

No backport is needed.