(url-http-proxy): New variable.

(url-http-proxy): New variable.
(url-http-create-request): Use it.  Don't use `url-proxy-object'.
(url-http): Treat `url' argument as resource to download, and
dynamic variable `url-using-proxy' as proxy to use.  Set
`url-current-object' to actual URL, and `url-http-proxy' to proxy
used.
(url-http-handle-cookies): Assume that `url-current-object' does
not point to the proxy used.
(url-http-async-sentinel): Adapt error message.