Support allowed hosts for migrations to work with proxy (#32025) (#32026)

Backport #32025 by @wolfogre

Fix #32024. Follow #27655.

After this PR, all usage of "new dial context" needs to provide a proxy,
so I dropped the old `NewDialContext` and renamed
`NewDialContextWithProxy` to `NewDialContext`.

Co-authored-by: Jason Song <i@wolfogre.com>

services/migrations/migrate.go

@@ -499,9 +499,5 @@ func Init() error {
 	// TODO: at the moment, if ALLOW_LOCALNETWORKS=false, ALLOWED_DOMAINS=domain.com, and domain.com has IP 127.0.0.1, then it's still allowed.
 	// if we want to block such case, the private&loopback should be added to the blockList when ALLOW_LOCALNETWORKS=false
 
-	if setting.Proxy.Enabled && setting.Proxy.ProxyURLFixed != nil {
-		allowList.AppendPattern(setting.Proxy.ProxyURLFixed.Host)
-	}
-
 	return nil
 }