Merge bitcoin/bitcoin#29420: test: extend the SOCKS5 Python proxy to actually connect to a destination

57529ac4db test: set P2PConnection.p2p_connected_to_node in peer_connect_helper() (Vasil Dimov)
22cd0e888c test: support WTX INVs from P2PDataStore and fix a comment (Vasil Dimov)
ebe42c00aa test: extend the SOCKS5 Python proxy to actually connect to a destination (Vasil Dimov)
ba621ffb9c test: improve debug log message from P2PConnection::connection_made() (Vasil Dimov)

Pull request description:

  If requested, make the SOCKS5 Python proxy redirect connections to a set of given destinations. Actually act as a real proxy, connecting the client to a destination, except that the destination is not what the client asked for.

  This would enable us to "connect" to Tor addresses from the functional tests.

  Plus a few other minor improvements in the test framework as individual commits.

  ---

  These changes are part of https://github.com/bitcoin/bitcoin/pull/29415 but they make sense on their own and would be good to have them, regardless of the fate of #29415. Also, if this is merged, that would reduce the size of #29415, thus the current standalone PR.

ACKs for top commit:
  jonatack:
    Approach ACK 57529ac4db
  achow101:
    ACK 57529ac4db
  tdb3:
    CR and test ACK 57529ac4db
  mzumsande:
    Code review / tested ACK 57529ac4db

Tree-SHA512: a2892c97bff2d337b37455c409c6136cb62423ce6cc32b197b36f220c1eec9ca046b599135b9a2603c0eb6c1ac4d9795e73831ef0f04378aeea8b245ea733399

test/functional/test_framework/test_node.py

@@ -715,7 +715,6 @@ class TestNode():
         if supports_v2_p2p is None:
             supports_v2_p2p = self.use_v2transport
 
-        p2p_conn.p2p_connected_to_node = True
         if self.use_v2transport:
             kwargs['services'] = kwargs.get('services', P2P_SERVICES) | NODE_P2P_V2
         supports_v2_p2p = self.use_v2transport and supports_v2_p2p
@@ -782,7 +781,6 @@ class TestNode():
             self.log.debug("Connecting to %s:%d %s" % (address, port, connection_type))
             self.addconnection('%s:%d' % (address, port), connection_type, advertise_v2_p2p)
 
-        p2p_conn.p2p_connected_to_node = False
         if supports_v2_p2p is None:
             supports_v2_p2p = self.use_v2transport
         if advertise_v2_p2p is None: