* If passing a private key without specifying it in URL syntax, give a
proper error message (previously we were only making sure it was a
scheme we knew how to handle, but we need to also be more informative
if it's not a URL at all)
* If the handshake from the proxy fails, don't hang, just exit
* Update some error messages to use capitalization in line with our
standard CLI error format
Jeff Mitchell
cf3900a906