Refine handling of HTTP CONNECT

- CONNECT requests do not generate the usual http events. Instead, they
generate the http_connect event and handlers then have the option of setting an
error response to abort the connect.
- The connect handler is called for both upstream proxy and regular proxy CONNECTs.

docs/scripting/events.rst

@@ -98,6 +98,19 @@ HTTP Events
     :widths: 40 60
     :header-rows: 0
 
+    *   - .. py:function:: http_connect(flow)
+
+        - Called when we receive an HTTP CONNECT request. Setting a non 2xx
+        response on the flow will return the response to the client abort the
+        connection. CONNECT requests and responses do not generate the usual
+        HTTP handler events. CONNECT requests are only valid in regular and
+        upstream proxy modes.
+
+          *flow*
+            A ``models.HTTPFlow`` object. The flow is guaranteed to have
+            non-None ``request``  and ``requestheaders`` attributes.
+
+
     *   - .. py:function:: request(flow)
         - Called when a client request has been received.