Fix supported schemes in docs (#10600)

* Fix supported schemes in docs

* Tweak proxy description

---------

Co-authored-by: Miha Zupan <[email protected]>

Author: deeprobin

xml/System.Net.Http/HttpClient.xml

@@ -362,7 +362,15 @@ The environment variables used for `DefaultProxy` initialization on Windows and
 
 On systems where environment variables are case-sensitive, the variable names may be all lowercase or all uppercase.  The lowercase names are checked first.
 
-The proxy server may be a hostname or IP address, optionally followed by a colon and port number, or it may be an http URL, optionally including a username and password for proxy authentication. The URL must be start with `http`, not `https`, and cannot include any text after the hostname, IP, or port.
+The proxy server may be a hostname or IP address, optionally followed by a colon and port number, or it may be an `http`, `https`, `socks4`, `socks4a`, or `socks5` URL. The URL cannot include any text after the hostname, IP, or port. If a scheme isn't specified, `http` is assumed.
+The URL may optionally include a username and password for proxy authentication, but the password is ignored when using `socks4` or `socks4a` as the protocols have no support for password authentication.
+
+* **`http`**: `http://[username:password@]hostname[:port]`
+* **`https`**: `https://[username:password@]hostname[:port]`
+* **`socks4`**: `socks4://[username@]hostname[:port]`
+* **`socks4a`**: `socks4a://[username@]hostname[:port]`
+* **`socks5`**: `socks5://[username:password@]hostname[:port]`
+
  ]]></format>
         </remarks>
         <exception cref="T:System.ArgumentNullException">The value passed cannot be <see langword="null" />.</exception>