Removing gateways[] list - no longer used.

Replacing function pointer in struct gateway with a directly
called function forwarded_connect(), which can do the common
task of deciding whether to connect to the web server or HTTP
proxy.
Replacing struct gateway with struct forward_spec
Fixing bug with SOCKS4A and HTTP proxy server in combination.
It was a bug which led to the connection being made to the web
server rather than the HTTP proxy, and also a buffer overrun.