FFmpeg only suppports http proxies and ignores it if
the resulting url is https. Also, no SOCKS.
Use it like `--ytdl-raw-options=proxy=[http://127.0.0.1:3128]` so
it doesn't confuse mpv because of the colons.
You need to pass it as an option because youtube-dl doesn't give
us the proxy.
Or just set `http_proxy` environment variable as recommended before.
Added example using -append, which doesn't need escaping.
Ricardo Constantino
eaa97daf65