[serve] Shutdown http proxy state (cherry-pick)

[zcin]

Why are these changes needed?

Cherry pick #35395 and #35439

Related issue number

Checks

• I've signed off every commit(by using the -s flag, i.e., git commit -s) in this PR.
• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/master/.
  • I've added any new APIs to the API Reference. For example, if I added a
    method in Tune, I've added it in doc/source/tune/api/ under the
    corresponding .rst file.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested :(

[zhe-thoughts]

Approved for picking into 2.5.0

[cadedaniel]

this breaks lint #35454

[cadedaniel]

remove print statement from the cherry pick.

also it's a bad idea to modify cherry picks.. makes it really hard to debug failures on the release branch. we should cherry pick only the commit from master, no modifications!

cc @ArturNiederfahrenhorst @can-anyscale

[cadedaniel]

this breaks lint #35454

remove print statement from the cherry pick.

also it's a bad idea to modify cherry picks.. makes it really hard to debug failures on the release branch. we should cherry pick only the commit from master, no modifications!

cc @ArturNiederfahrenhorst @can-anyscale

[zhe-thoughts]

Thanks @cadedaniel . Yup I should've looked more carefully myself

@zcin Could you please address Cade's comments (especially the CI breakage)? Thanks

[zcin]

CI is fixed, and all commits on this PR are now cherry-picked from master.
(there are 2 commits because the first commit introduces issues, the second commit fixes them)

Serve test failures (I believe both should be fixed by #35426):

• linux test_standalone2: failing on release branch
• windows test_http_state: failing on release branch

Other tests seem unrelated.

[cadedaniel]

LGTM. test_multiprocessing_client_mode is failing but also on master.