Raise warning if proxy key is eg. "all" instead of "all://".

[cdeler]

Closes #1105

[cdeler]

I see the tests, should be changed, also I can add tests for the new warning appearing. @tomchristie let me know if I can continue with that

[lovelydinosaur]

Thanks for taking a go at this!

So, I'd change the implementation here, for simplicity.

Instead of changing anything in the Client, I'd add a single line here...

httpx/httpx/_utils.py

Line 481 in 78cf16a

pattern+="://"

raising a warning such as f'Proxy keys should use proper URL forms rather than plain scheme strings. Instead of "{pattern}", use "{pattern}://"'.

That ought to be enough to deal with this more neatly.

You probably also want to then update the docs in https://github.com/encode/httpx/blob/master/docs/advanced.md to use the preferred styles.

[florimondmanca]

Awesome!

[florimondmanca]

Meant to approve in advance. :-)