[DO NOT MERGE - wait 8.16 release][8.16](backport #5950) [proxytest] Wait all requests to finish before closing the server

[mergify]

What does this PR do?

Makes the proxytest to wait all requests to finish before closing the underlying HTTP server

Why is it important?

The request log sometimes happens after the tests has finished, what causes the test to panic

Checklist

• My code follows the style guidelines of this project
• I have commented my code, particularly in hard-to-understand areas
• [ ] I have made corresponding changes to the documentation
• [ ] I have made corresponding change to the default configuration files
• [ ] I have added tests that prove my fix is effective or that my feature works
• [ ] I have added an entry in ./changelog/fragments using the changelog tool
• [ ] I have added an integration test or an E2E test

Disruptive User Impact

How to test this PR locally

go test -count 15000 -timeout 0 -run TestHTTPSProxy ./testing/proxytest/

Related issues

• Closes [Flaky Test]: TestHTTPSProxy – data race #5869

Questions to ask yourself

• How are we going to support this in production?
• How are we going to measure its adoption?
• How are we going to debug this?
• What are the metrics I should take care of?
• ...

---

This is an automatic backport of pull request #5950 done by [Mergify](https://mergify.com).

[mergify]

Cherry-pick of e423d73 has failed:

On branch mergify/bp/8.16/pr-5950
Your branch is up to date with 'origin/8.16'.

You are currently cherry-picking commit e423d735b9.
  (fix conflicts and run "git cherry-pick --continue")
  (use "git cherry-pick --skip" to skip this patch)
  (use "git cherry-pick --abort" to cancel the cherry-pick operation)

Unmerged paths:
  (use "git add <file>..." to mark resolution)
	both modified:   testing/proxytest/proxytest.go

no changes added to commit (use "git add" and/or "git commit -a")

To fix up this pull request, you can check it out locally. See documentation: https://docs.github.com/en/pull-requests/collaborating-with-pull-requests/reviewing-changes-in-pull-requests/checking-out-pull-requests-locally

[elastic-sonarqube]

Quality Gate passed

Issues
0 New issues
0 Fixed issues
0 Accepted issues

Measures
0 Security Hotspots
No data about Coverage
No data about Duplication

See analysis details on SonarQube

[mergify]

This pull request has not been merged yet. Could you please review and merge it @AndersonQ? 🙏

[mergify]

This pull request is now in conflicts. Could you fix it? 🙏
To fixup this pull request, you can check out it locally. See documentation: https://help.github.com/articles/checking-out-pull-requests-locally/

git fetch upstream
git checkout -b mergify/bp/8.16/pr-5950 upstream/mergify/bp/8.16/pr-5950
git merge upstream/8.16
git push upstream mergify/bp/8.16/pr-5950