Document proxy flags explicitly and nuke Windows section

Closes #19503

docs/plugins/plugin-script.asciidoc

@@ -163,22 +163,22 @@ sudo bin/elasticsearch-plugin install analysis-icu --timeout 0
 [float]
 === Proxy settings
 
-To install a plugin via a proxy, you can pass the proxy details in with the
-Java settings `proxyHost` and `proxyPort`. On Unix based systems, these
-options can be set on the command line for both http and https:
+To install a plugin via a proxy, you can add the proxy details to the
+`ES_JAVA_OPTS` environment variable with the Java settings `http.proxyHost`
+and `http.proxyPort` (or `https.proxyHost` and `https.proxyPort`):
 
 [source,shell]
 -----------------------------------
-sudo ES_JAVA_OPTS="-Dhttp.proxyHost=host_name -Dhttp.proxyPort=port_number -Dhttps.proxyHost=host_name -Dhttps.proxyPort=https_port_number" bin/elasticsearch-plugin install mobz/elasticsearch-head
+sudo ES_JAVA_OPTS="-Dhttp.proxyHost=host_name -Dhttp.proxyPort=port_number -Dhttps.proxyHost=host_name -Dhttps.proxyPort=https_port_number" bin/elasticsearch-plugin install analysis-icu
 -----------------------------------
 
-On Windows, they need to be added to the `ES_JAVA_OPTS` environment variable:
+Or on Windows:
 
 [source,shell]
------------------------------------
-set ES_JAVA_OPTS="-Dhttp.proxyHost=host_name -Dhttp.proxyPort=port_number -Dhttps.proxyHost=host_name -Dhttps.proxyPort=https_port_number"
+------------------------------------
+set ES_JAVA_OPTS="-DproxyHost=host_name -DproxyPort=port_number -Dhttps.proxyHost=host_name -Dhttps.proxyPort=https_port_number"
 bin/elasticsearch-plugin install analysis-icu
------------------------------------
+------------------------------------
 
 === Plugins directory