[improve][proxy] Add debug logs for proxy cnx management

[rdhabalia]

Motivation

We are facing FD reaching max limit even with configuring maxConcrruentConnection therefore, we should have debug log that can help the users collect more info when a particular cnx opens and closes gracefully with active cnx count. This PR adds more debug log for better troubleshooting.

Modifications

Adding more debug logs.

Verifying this change

• Make sure that the change passes the CI checks.

(Please pick either of the following options)

This change is a trivial rework / code cleanup without any test coverage.

(or)

This change is already covered by existing tests, such as (please describe tests).

(or)

This change added tests and can be verified as follows:

(example:)

• Added integration tests for end-to-end deployment with large payloads (10MB)
• Extended integration test for recovery after broker failure

Does this pull request potentially affect one of the following parts:

If the box was checked, please highlight the changes

• Dependencies (add or upgrade a dependency)
• The public API
• The schema
• The default values of configurations
• The threading model
• The binary protocol
• The REST endpoints
• The admin CLI options
• The metrics
• Anything that affects deployment

Documentation

• doc
• doc-required
• doc-not-needed
• doc-complete

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