HttpProxyClientSocket keeps around request and response headers, an HttpStreamParser, and the IOBuffer used to read the headers, after we've successfully established a connection.  None of these is ever used again.  We should just clean up all of these.

The memory here isn't huge - maybe say, 1.4 k for the read buffer, ~100 bytes for the request and the response headers, ~80 bytes for the rest of the ResponseInfo, so let's just round it to about 2k per socket, assuming I'm not missing anything big.  And most people don't even use proxies.  With 32 sockets (Assuming one proxy), that's a max of about 64k, which isn't huge, even on mobile, where proxies are probably even less common.

That said, it's completely trivial to free (most?) of this stuff on successful tunnel connection establishment - we may still need SSLInfo from the ResponseInfo or something, so have to be careful about the exposed API.