Add OnClientConnected callback to SnowflakeProxy
Add a callback that will be called whenever a client has successfully (meaning the datachannel was opened) connected through a snowflake proxy.
This already exists in IPtProxy as a patch to the Snowflake proxy code. It enables applications to reflect proxy usage in their UI. For example, see Orbot's usage in #40402 (closed).
Closes #40402 (closed)