Configure curl with `--with-test-sockd=<path to sockd>` for a locally
installed dante sockd server and new `test_40_*` will verify that
down- and uploads work via SOCKS.
Invoke scorecard.py with `--socks4` or `--socks5` to run performance
tests with SOCKS. Note that SOCKS is not supported for HTTP/3.
Ref: #17969Closes#17986
