Remove docs for proxy mode (#46677)

We added docs for proxy mode in #40281 but on reflection we should not be
documenting this setting since it does not play well with all proxies and we
can't recommend its use. This commit removes those docs and expands its Javadoc
instead.

docs/reference/modules/remote-clusters.asciidoc

@@ -245,14 +245,6 @@ PUT _cluster/settings
   Elasticsearch compresses the response. If unset, the global
   `transport.compress` is used as the fallback setting.
 
-`cluster.remote.${cluster_alias}.proxy`::
-
-  Sets a proxy address for the specified remote cluster. By default this is not
-  set, meaning that Elasticsearch will connect directly to the nodes in the
-  remote cluster using their <<advanced-network-settings,publish addresses>>.
-  If this setting is set to an IP address or hostname then Elasticsearch will
-  connect to the nodes in the remote cluster using this address instead.
-
 [float]
 [[retrieve-remote-clusters-info]]
 === Retrieving remote clusters info

server/src/main/java/org/elasticsearch/transport/RemoteClusterAware.java

@@ -72,7 +72,10 @@ public abstract class RemoteClusterAware {
     public static final String LOCAL_CLUSTER_GROUP_KEY = "";
 
     /**
-     * A proxy address for the remote cluster.
+     * A proxy address for the remote cluster. By default this is not set, meaning that Elasticsearch will connect directly to the nodes in
+     * the remote cluster using their publish addresses. If this setting is set to an IP address or hostname then Elasticsearch will connect
+     * to the nodes in the remote cluster using this address instead. Use of this setting is not recommended and it is deliberately
+     * undocumented as it does not work well with all proxies.
      */
     public static final Setting.AffixSetting<String> REMOTE_CLUSTERS_PROXY = Setting.affixKeySetting(
             "cluster.remote.",