Respond to HTTP CONNECT

[jbescos]

Describe the issue
Issue was created in Helidon: helidon-io/helidon#9022

When we connect to a proxy, we send HTTP CONNECT. For MockServer we don' receive a response from it.

What you are trying to do
Description of what you are trying to do so we can understand the context of the problem

MockServer version
5.15.0

To Reproduce
There are 2 tests described in the Helidon issue.

1. How you are running MockServer (i.e maven plugin, docker, etc). In java locally
2. Code you used to create expectations. Helidon Webclient (4.0.10) is not routing the requests through proxy configured using Proxy Builder.  helidon-io/helidon#9022 (comment)
3. What error you saw. Response is not received from HTTP CONNECT

Expected behaviour
A 2XX HTTP code