[Enhancement] Alert proxy user if instance has proxy disabled

[umbralOptimatum]

I prefer watching videos via proxy, but when using an extension like LibRedirect to automatically connect to a random instance, it's not obvious whether it has proxying enabled. When trying to watch a video with local=true set (whether via cookies or URL) on an instance with proxy disabled, the player should display an appropriate error message rather than silently connecting to Youtube's servers.

[SamantazFox]

That's a good idea :D

[unixfox]

Proxy will soon be required since we want to move to DASH by default: #4847