[rtmpdump] SOCKS support take 2

[Monsieur Video]

I was a little eager sending that previous patch, here's one which actually
works..

I had to stop using Socks4a as I found out it doesn't work with SSH dynamic
port forwarding, the main reason I wanted to use that was so DNS lookups
could happen on the server, which helps for things like Akamai. (SOCKS 5
would be nice, but it's harder to write).
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