PYTHON-6147 Add HTTP proxy KMS connect helpers

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PYTHON-XXXX

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Checklist for Author

• Did you update the changelog (if necessary)?
• Is there test coverage?
• Is any followup work tracked in a JIRA ticket? If so, add link(s).

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• Does the title of the PR reference a JIRA Ticket?
• Do you fully understand the implementation? (Would you be comfortable explaining how this code works to someone else?)
• Is all relevant documentation (README or docstring) updated?

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