## What changes were proposed in this pull request?
Currently, each application and each worker creates their own proxy servlet. Each proxy servlet is backed by its own HTTP client and a relatively large number of selector threads. This is excessive but was fixed (to an extent) by https://github.com/apache/spark/pull/18437.
However, a single HTTP client (backed by a single selector thread) should be enough to handle all proxy requests. This PR creates a single proxy servlet no matter how many applications and workers there are.
## How was this patch tested?
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The unit tests for rewriting proxied locations and headers were updated. I then spun up a 100 node cluster to ensure that proxy'ing worked correctly
jiangxb1987 Please let me know if there's anything else I can do to help push this thru. Thanks!
Author: Anderson Osagie <osagie@gmail.com>
Closes#18499 from aosagie/fix/minimize-proxy-threads.
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