transfers/conn/proxies.md: mention CURLPROXY_HTTPS2

Fixes #354
Closes #473

transfers/conn/proxies.md

@@ -134,7 +134,12 @@ proxy as `CURLOPT_CAINFO` is for the remote
 host. `CURLOPT_PROXY_SSL_VERIFYPEER` is the proxy version of
 `CURLOPT_SSL_VERIFYPEER` and so on.
 
-HTTPS proxies are still today fairly unusual in organizations and companies.
+libcurl speaks HTTP/1 to HTTPS proxies by default. You can make it try using
+HTTP/2 by setting `CURLOPT_PROXYTYPE` to `CURLPROXY_HTTPS2` when the proxy is
+also set to use a `https://` scheme. When using HTTP/2 to the proxy, libcurl
+can reuse the proxy connection and do multiplexed transfers over that when
+talking to different remote server as long as the remote protocol is not TLS
+based.
 
 ## Proxy authentication