added socks proxy code snippet + cleanup

Author: JoshuaMoelans

docs/platforms/native/configuration/transports.mdx

@@ -51,11 +51,19 @@ background thread or thread pool to avoid blocking execution.
 
 ## Using a Proxy
 
-The Native SDK allows the configuration of an HTTP or SOCKS5 proxy through which requests can be tunneled to our backend. This proxy must allow `CONNECT` requests to establish a proxy connection. It can be configured via the following option interface:
+The Native SDK allows the configuration of an HTTP (CONNECT) or SOCKS5 proxy through which requests can be tunneled to our backend. It can be configured via the following option interface:
 
 ```c
 sentry_options_t *options = sentry_options_new();
-sentry_options_set_proxy(options, "http://my.proxy:10010");
+sentry_options_set_proxy(options, "http://my.proxy:8080");
+sentry_init(options);
+
+/* ... */
+```
+The same function can also be used for the SOCKS5 proxy:
+```c
+sentry_options_t *options = sentry_options_new();
+sentry_options_set_proxy(options, "socks5://my.proxy:1080");
 sentry_init(options);
 
 /* ... */