Convert urllib.request parse_proxy doctests to unittests.

#10481: describe universal_newlines' effect on communicate()/check_output() output (alternately bytes or strings)

Patch by Sam Kimbrel.

Patch by Sam Lucidi.

Original patch by Caelyn McAulay; modified after discussion w/ her at
the PyCon 2014 sprints.

Issue #7776: Fix ``Host:'' header and reconnection when using  http.client.HTTPConnection.set_tunnel()
Patch by Nikolaus Rath.

Issue #7776: Fix ``Host:'' header and reconnection when using http.client.HTTPConnection.set_tunnel().

Patch by Nikolaus Rath.

Issue #20624: Exception docs wording tweak - clarify that it's okay to inherit from a subclass of Exception.