Backport Teleport Connect gateway changes from #11720 (#12297)

#11720 was backported to v9, but at that time Teleport Connect wasn't
backported to v9, so the changes to gateway.go were dropped.

This PR reintroduces them, as without that part it's not possible to open
db connections when running Teleport Connect from the v9 branch.

lib/teleterm/gateway/gateway.go

@@ -18,6 +18,7 @@ package gateway
 
 import (
 	"context"
+	"crypto/tls"
 	"fmt"
 	"net"
 	"strconv"
@@ -70,13 +71,19 @@ func New(cfg Config) (*Gateway, error) {
 		return nil, trace.Wrap(err)
 	}
 
+	cert, err := tls.LoadX509KeyPair(cfg.CertPath, cfg.KeyPath)
+	if err != nil {
+		return nil, trace.Wrap(err)
+	}
+
 	localProxy, err := alpn.NewLocalProxy(alpn.LocalProxyConfig{
 		InsecureSkipVerify: cfg.Insecure,
 		RemoteProxyAddr:    cfg.WebProxyAddr,
 		Protocol:           protocol,
 		Listener:           listener,
 		ParentContext:      closeContext,
 		SNI:                address.Host(),
+		Certs:              []tls.Certificate{cert},
 	})
 	if err != nil {
 		return nil, trace.Wrap(err)