Add proxy option to jwksClient

[benoitsepe]

Description

I added an optional parameter to jwksClient to be able to use the proxy of the request module, in order to fetch the JWKs keys through a proxy.

References

https://github.com/request/request#proxies

Testing

Run npm run test, I added a little test for the proxy. To manually test the package, you can create a client with a proxy, and run it

• This change adds test coverage for new/changed/fixed functionality

Checklist

• I have added documentation for new/changed functionality in this PR or in auth0.com/docs
• All active GitHub checks for tests, formatting, and security are passing
• The correct base branch is being used, if not master