MINOR: cfgparse: move proxy post-init in a dedicated function

MINOR: cfgparse: move proxy post-init in a dedicated function

A lot of proxies initialization code is delayed on post-parsing stage,
as it depends on the configuration fully parsed. This is performed via a
loop on proxies_list.

Extract this code in a dedicated function proxy_finalize(). This patch
will be useful for dynamic backends creation.

Note that for the moment the code has been extracted as-is. With each
new features, some init code was added there. This has become a giant
loop with no real ordering. A future patch may provide some cleanup in
order to reorganize this.