docs: explain transport security for proxies #2121

Job	Run time
checks / readme-snippets	13s
checks / pre-commit	36s
checks / test (3.11, lowest-direct, windows-latest)	3m 5s
checks / test (3.10, lowest-direct, windows-latest)	2m 23s
checks / test (3.10, lowest-direct, ubuntu-latest)	57s
checks / test (3.12, lowest-direct, windows-latest)	3m 1s
checks / test (3.14, lowest-direct, windows-latest)	2m 39s
checks / test (3.10, locked, ubuntu-latest)	52s
checks / test (3.14, lowest-direct, ubuntu-latest)	0s
checks / test (3.12, locked, windows-latest)	0s
checks / test (3.12, lowest-direct, ubuntu-latest)	58s
checks / test (3.13, locked, windows-latest)	2m 24s
checks / test (3.10, locked, windows-latest)	2m 39s
checks / test (3.13, lowest-direct, ubuntu-latest)	55s
checks / test (3.14, locked, ubuntu-latest)	2m 19s
checks / test (3.13, lowest-direct, windows-latest)	0s
checks / test (3.14, locked, windows-latest)	3m 2s
checks / test (3.13, locked, ubuntu-latest)	48s
checks / test (3.11, lowest-direct, ubuntu-latest)	54s
checks / test (3.12, locked, ubuntu-latest)	59s
checks / test (3.11, locked, ubuntu-latest)	54s
checks / test (3.11, locked, windows-latest)	2m 33s
all-green	5s
	32m 16s

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