Proxy should be loaded at first position

Author: kerryjiang

src/SuperSocket.Client/EasyClient.cs

@@ -112,7 +112,14 @@ protected virtual IConnector GetConnector()
         {
             var connectors = new List<IConnector>();
 
-            connectors.Add(new SocketConnector(LocalEndPoint));
+            if (Proxy is IConnector proxy)
+            {
+                connectors.Add(proxy);
+            }
+            else
+            {
+                connectors.Add(new SocketConnector(LocalEndPoint));
+            }
 
             var security = Security;
 
@@ -122,11 +129,6 @@ protected virtual IConnector GetConnector()
                     connectors.Add(new SslStreamConnector(security));
             }
 
-            if (Proxy is IConnector proxy)
-            {
-                connectors.Add(proxy);
-            }
-
             if (CompressionLevel != CompressionLevel.NoCompression)
             {
                 connectors.Add(new GZipConnector(CompressionLevel));