Merge branch 'master-patch-1295' into 'master'

Update proxying configuration text and re-order setup steps

See merge request https://gitlab.com/gitlab-org/gitlab/-/merge_requests/122347



Merged-by: Achilleas Pipinellis <axil@gitlab.com>
Approved-by: Michael Kozono <mkozono@gitlab.com>
Co-authored-by: Sampath Ranasinghe <sranasinghe@gitlab.com>