[tor-bugs] #7195 [Tor]: Add a helpful warning log when a managed proxy dies during configuration

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#7195: Add a helpful warning log when a managed proxy dies during configuration
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 Reporter:  asn     |          Owner:                    
     Type:  defect  |         Status:  new               
 Priority:  normal  |      Milestone:  Tor: 0.2.4.x-final
Component:  Tor     |        Version:                    
 Keywords:  pt      |         Parent:                    
   Points:          |   Actualpoints:                    
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 In `64b2a64310a66a3e22403917ecdef38263ba0483` I accidentally removed some
 warnings logs that helped users realize that their managed proxy died.

 Let's add them back.

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Ticket URL: <https://trac.torproject.org/projects/tor/ticket/7195>
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