net: mqtt: Modify SOCKS5 based connections

Current SOCKS5 based connections in mqtt are only
TCP (nonsecure) based. To support TLS based SOCKS5
connections, new methods needs to be introduced.

Instead, removed CONFIG_MQTT_LIB_SOCKS based implementation.
And now mqtt provides an api to set proxy
(mqtt_client_set_proxy()) details. That's enough,
socket layer will take care of making connections through
proxy server.

Fixes: #17037

Signed-off-by: Ravi kumar Veeramally <ravikumar.veeramally@linux.intel.com>