docs(readme): add Faraday proxy example

[cpb]

Why

As per: #502 (comment) @alexrudall prefers to use the existing block form of OpenAI::Client.new to configure the Faraday middleware with a proxy.

What

1. Changes the ##### Faraday middleware section to support multiple use cases for passing a block to OpenAI::Client.new.
2. Adds an example which configures Faraday middleware with a web debugging proxy.

Obviates:

• (feat): add Faraday proxy support #502

[alexrudall]

Thanks @CBP! Could you add a bit about how to set up the web debugging proxy? Like, what is that? :)