Handle proxy errors

[focusaurus]

Fixes #264

• This is based directly on Feross's code here
• Testing against one of my projects, current zuul master consistently fails with Error: socket hang up
• With this change, it consistently passes without issue. However, I have not run the full zuul test suite as I don't know exactly how to do that (although it seems like I have them queued to run via saucelabs, but they've been queued for ~15 minutes now). So if maintainers want to make sure all the zuul tests still pass on this branch before merging, that would be great.

[mention-bot]

@focusaurus, thanks for your PR! By analyzing the annotation information on this pull request, we identified @defunctzombie, @nkzawa and @tmcw to be potential reviewers