setopt: clear proxy auth properly on NULL

Verify NULLed proxy credentials with test1648

Closes #21696

tests/data/test1648

@@ -0,0 +1,63 @@
+<?xml version="1.0" encoding="US-ASCII"?>
+<testcase>
+<info>
+<keywords>
+HTTP
+HTTP GET
+HTTP proxy
+HTTP proxy auth
+</keywords>
+</info>
+
+# Server-side
+<reply>
+
+# this is returned first since we get no proxy-auth
+<data crlf="headers" nocheck="yes">
+HTTP/1.1 407 Authorization Required to proxy me my dear
+Proxy-Authenticate: Digest realm="weirdorealm", nonce="12345"
+Content-Length: 33
+
+And you should ignore this data.
+</data>
+
+</reply>
+
+# Client-side
+<client>
+<server>
+http
+</server>
+# tool is what to use instead of 'curl'
+<tool>
+lib%TESTNUMBER
+</tool>
+<features>
+proxy
+</features>
+<name>
+HTTP proxy with auth, change proxy, clear auth
+</name>
+<command>
+%HOSTIP %HTTPPORT
+</command>
+</client>
+
+# Verify data after the test has been "shot"
+<verify>
+<protocol crlf="headers">
+GET http://example.com/ HTTP/1.1
+Host: example.com
+Proxy-Authorization: Basic %b64[victim:secret]b64%
+Accept: */*
+Proxy-Connection: Keep-Alive
+
+GET http://example.com/ HTTP/1.1
+Host: example.com
+Accept: */*
+Proxy-Connection: Keep-Alive
+
+</protocol>
+
+</verify>
+</testcase>