doc: proofread user/proxy.rst

Context

This MR performs a proofreading of the following pages:

• user/proxy.rst
• user/light.rst
• user/proxy-server.rst

It brings fixes on various levels: typos, terminology, readability, notation, signal possible mistakes, add more examples, etc.

Manually testing the MR

Review the changes and check they are correct and they improve the tutorial.

Checklist

• Select suitable reviewers using the Reviewers field below.
• Select as Assignee the next person who should take action on that MR