Make proxy parameter override environment proxy

[q0w]

Closes #10685
ref: https://requests.readthedocs.io/en/latest/api/#requests.Session.trust_env

[q0w]

@pradyunsg I think, it would also fix #5378

[abhinavsingh]

LGTM for proxy.py related changes. 👍

[EFord36]

Hi,

I see this has been approved for a long time, but not merged. Is there a reason this is blocked from merging?

Of course I understand the authors of pip are busy and have a lot to deal with, just wanted to check in case this had got stuck just before the finish line and could be helped over, or if the reason is needing a rebase or something, whether I could help get it over the line.

(I discovered this via the issue it closes, #10685, as resolving this issue would be of considerable help to me).