Update ProxySQL check to use TLS context wrapper

[yzhan289]

What does this PR do?

This PR does a few things:

• Update the ProxySQL check to use SSL wrapper instead of own wrapper.
• Separate test_proxysql.py into test_unit.py, test_integration.py, test_e2e for readability.
• Add docs for how to use SSL.

Motivation

Additional Notes

Review checklist (to be filled by reviewers)

• Feature or bugfix MUST have appropriate tests (unit, integration, e2e)
• PR title must be written as a CHANGELOG entry (see why)
• Files changes must correspond to the primary purpose of the PR as described in the title (small unrelated changes should have their own PR)
• PR must have changelog/ and integration/ labels attached

[codecov]

Codecov Report

Merging #8243 (20d46f4) into master (ffbc737) will increase coverage by 10.51%.
The diff coverage is 100.00%.

Impacted Files	Coverage Δ
proxysql/datadog_checks/proxysql/ssl_utils.py	100.00% <ø> (+65.21%)	⬆️
proxysql/datadog_checks/proxysql/proxysql.py	98.57% <100.00%> (+3.11%)	⬆️
proxysql/tests/common.py	100.00% <100.00%> (ø)
proxysql/tests/conftest.py	100.00% <100.00%> (ø)
proxysql/tests/test_integration.py	100.00% <100.00%> (ø)
proxysql/tests/test_unit.py	100.00% <100.00%> (ø)
gitlab/datadog_checks/gitlab/__about__.py
lighttpd/datadog_checks/lighttpd/lighttpd.py
..._state/datadog_checks/kubernetes_state/__init__.py
gitlab/tests/common.py
... and 787 more

[yzhan289]

/azp run

[azure-pipelines]

Azure Pipelines successfully started running 2 pipeline(s).

[kayayarai]

Docs review: Minor formatting suggestion, and a request for an example in the readme.

[kayayarai]

docs 👍