Add more logging for proxy issues

[HerbCSO]

This is a feature suggestion.

It seems to me from looking through the list of issues that lots of people are facing issues with proxy connections. It might be helpful to provide a link to a troubleshooting page in the error dialog when Package Control is unable to download packages (the dreaded "There are no packages available for installation" error). You could list common things to check on that page (e.g. check your proxy, check that it's returning certificates correctly, use the latest ST version, etc.), and might save yourself a bunch of support tickets. Just an idea.

FYI, in my case I had set an http_proxy for downloading packages from the office, but I was using ST from home today and had completely forgotten about that setting. It took me about 20 minutes of googling and looking around to realize that's what the problem was. Maybe you could also show the fact that a proxy in in use and what its configuration is in the error dialog to help nudge forgetful people like myself. ;]

Thanks for this awesome project - I hope this idea could help reduce your support workload!