Protocol not parsed when setting proxy config from env vars (#3070)

* Fixing proxy protocol config when parsed from env vars

* Adding instructions to specify proxy protocol when setting proxy config

* Moved HTTPS proxy config instruction closer to example

* Clear https_proxy env var so as to not impact other tests

lib/adapters/http.js

@@ -151,11 +151,11 @@ module.exports = function httpAdapter(config) {
           });
         }
 
-
         if (shouldProxy) {
           proxy = {
             host: parsedProxyUrl.hostname,
-            port: parsedProxyUrl.port
+            port: parsedProxyUrl.port,
+            protocol: parsedProxyUrl.protocol
           };
 
           if (parsedProxyUrl.auth) {