proxy: initialize ReverseProxy.Transport earlier and fix TCP connection leak

[crvv]

1. What does this change do, exactly?

Fix a bug introduced in 98de336, #2070
98de336#diff-a71769529a289e215ba922059611256bL309

Before 98de336, proxy used http.DefaultTransport for every request.
After 98de336, proxy creates a new http.Transport for every request.
Then caddy will create a lot of TCP connections and won't reuse them.

I found this because github.com/transmission/transmission can only have 1024 file descriptors, And it encounters error too many files open frequently when I upgraded caddy to 0.10.13.

2. Please link to the relevant issues.

See 1.

3. Which documentation changes (if any) need to be made because of this PR?

None.

4. Checklist

• I have written tests and verified that they fail without my change
• I have squashed any insignificant commits
• This change has comments for package types, values, functions, and non-obvious lines of code
• I am willing to help maintain this change if there are issues with it later

[crvv]

CI failed because of
golang/go#25048
golang/lint#397

[mholt]

Re-running CI tests.

Pinging @tchaudhry91

[tchaudhry91]

Ah! Yes, this makes sense.
I can check the broken test also tomorrow morning. Unfortunately, do not have access to my dev system right now.

[tchaudhry91]

Looks good to me!

[mholt]

Thank you @crvv! This is definitely an improvement, and I really appreciate you taking the lead to just go ahead and fix it.

I will merge this in just a bit; gonna give the folks in #2140 a chance to try it out as well.

When we merge this, I will invite you to be a collaborator on the project, so you can more easily make patches without having to fork the repo. 👍

[crvv]

I am very glad to become a collaborator. Thanks.