Mention proxy issues for tcp_check Rake task

What does this MR do?

I was searching proxy-troubleshooting info (mostly on https://docs.gitlab.com/ee/administration/troubleshooting/gitlab_rails_cheat_sheet.html) but didn't find any. Providing any specific advice might be out of scope, but mentioning "proxy" around the tcp_check docu would IMHO be useful to support.

Thanks to @bprescott_ for the hint!

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