REORG: proxy: centralize the proxy allocation code into alloc_new_proxy()

REORG: proxy: centralize the proxy allocation code into alloc_new_proxy()

This new function takes over the old open-coding that used to be done
for too long in cfg_parse_listen() and it now does everything at once
in a proxy-centric function. The function does all the job of allocating
the structure, initializing it, presetting its defaults from the default
proxy and checking for errors. The code was almost unchanged except for
defproxy being passed as a pointer, and the error message being passed
using memprintf().

This change will be needed to ease reuse of multiple default proxies,
or to create dynamic backends in a distant future.