Document proxy auth data forwarding

[ivankelly]

Added in #1169

Which auth providers does it work for? How does it interact with proxy roles?

Ensure that it is supported in both the binary and http protocols.

Would probably be best if this was picked up by someone who with with Athenz.

[sijie]

@rdhabalia @merlimat @maskit since you guys might be more familiar with Athenz, I am wondering if anyone of you can help with task. or even commenting it about how it works :)