proxy server: tezt that specifying a wrong data dir triggers early failure

Fixes #2693 (closed)

Context

!4684 (merged) added a new --data-dir option to tezos-proxy-server. When this option is wrong, the server should not start at all. This is tricky, as the data-dir is accessed during the first request (not especially when booting). This issue adds a test that, when --data-dir is wrong, tezos-proxy-server fails at startup.

Manually testing the MR

• tezt --file proxy_server_test.ml data_dir
• Change the regexp in the test to whatever reading data-dir.*, witness the test fails

Checklist

• NA Document the interface of any function added or modified (see the coding guidelines)
• NA Document any change to the user interface, including configuration parameters (see node configuration)
• Provide automatic testing (see the testing guide).
• NA For new features and bug fixes, add an item in the appropriate changelog (docs/protocols/alpha.rst for the protocol and the environment, CHANGES.rst at the root of the repository for everything else).
• Select suitable reviewers using the Reviewers field below.
• Select as Assignee the next person who should take action on that MR