MINOR: proxy: centralize proxies_list insert during config parsing

MINOR: proxy: centralize proxies_list insert during config parsing

Define a new function wrapper mainpx_register() which is used to insert
a proxy instance in <proxies_list> which contain all user visible
entries. Insertion is performed at the front of the list. Thus it must
only be used during configuration parsing, before proxies list reversal.

The main objective of this patch is to simplify the list conversion to a
doubly linked one by centralizing the required changes in a single
function. A nice benefit is that it is now easier to determine the exact
proxies list composition.