docs/cmdline: change to .md for cmdline docs

- switch all invidual files documenting command line options into .md,
   as the documentation is now markdown-looking.

 - made the parser treat 4-space indents as quotes

 - switch to building the curl.1 manpage using the "mainpage.idx" file,
   which lists the files to include to generate it, instead of using the
   previous page-footer/headers. Also, those files are now also .md
   ones, using the same format. I gave them underscore prefixes to make
   them sort separately:
   _NAME.md, _SYNOPSIS.md, _DESCRIPTION.md, _URL.md, _GLOBBING.md,
   _VARIABLES.md, _OUTPUT.md, _PROTOCOLS.md, _PROGRESS.md, _VERSION.md,
   _OPTIONS.md, _FILES.md, _ENVIRONMENT.md, _PROXYPREFIX.md,
   _EXITCODES.md, _BUGS.md, _AUTHORS.md, _WWW.md, _SEEALSO.md

 - updated test cases accordingly

Closes #12751

docs/cmdline-opts/proxy-header.md

@@ -0,0 +1,38 @@
+---
+c: Copyright (C) Daniel Stenberg, <daniel@haxx.se>, et al.
+SPDX-License-Identifier: curl
+Long: proxy-header
+Arg: <header/@file>
+Help: Pass custom header(s) to proxy
+Protocols: HTTP
+Added: 7.37.0
+Category: proxy
+Multi: append
+See-also:
+  - proxy
+Example:
+  - --proxy-header "X-First-Name: Joe" -x http://proxy $URL
+  - --proxy-header "User-Agent: surprise" -x http://proxy $URL
+  - --proxy-header "Host:" -x http://proxy $URL
+---
+
+# `--proxy-header`
+
+Extra header to include in the request when sending HTTP to a proxy. You may
+specify any number of extra headers. This is the equivalent option to --header
+but is for proxy communication only like in CONNECT requests when you want a
+separate header sent to the proxy to what is sent to the actual remote host.
+
+curl makes sure that each header you add/replace is sent with the proper
+end-of-line marker, you should thus **not** add that as a part of the header
+content: do not add newlines or carriage returns, they only mess things up for
+you.
+
+Headers specified with this option are not included in requests that curl
+knows are not be sent to a proxy.
+
+This option can take an argument in @filename style, which then adds a header
+for each line in the input file (added in 7.55.0). Using @- makes curl read
+the headers from stdin.
+
+This option can be used multiple times to add/replace/remove multiple headers.