Except for the compiler warnings it seems reasonable:

url.c:2385:9: error: initializing 'char *' with an expression of type 'const char *' discards qualifiers [-Werror,-Wincompatible-pointer-types-discards-qualifiers]
  char *proxyuser = data->set.str[STRING_PROXYUSERNAME] ? data->set.str[STRING_PROXYUSERNAME] : "";
        ^           ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
url.c:2386:9: error: initializing 'char *' with an expression of type 'const char *' discards qualifiers [-Werror,-Wincompatible-pointer-types-discards-qualifiers]
  char *proxypasswd = data->set.str[STRING_PROXYPASSWORD] ? data->set.str[STRING_PROXYPASSWORD] : "";
        ^             ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

Except for the compiler warnings it seems reasonable:

url.c:2385:9: error: initializing 'char *' with an expression of type 'const char *' discards qualifiers [-Werror,-Wincompatible-pointer-types-discards-qualifiers]
  char *proxyuser = data->set.str[STRING_PROXYUSERNAME] ? data->set.str[STRING_PROXYUSERNAME] : "";
        ^           ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
url.c:2386:9: error: initializing 'char *' with an expression of type 'const char *' discards qualifiers [-Werror,-Wincompatible-pointer-types-discards-qualifiers]
  char *proxypasswd = data->set.str[STRING_PROXYPASSWORD] ? data->set.str[STRING_PROXYPASSWORD] : "";
        ^             ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

@bagder thanks for your review, I have updated the patch. Could you please help to review it again? Many thanks.

The CI builds still complain (run make checksrc to detect these yourself):

./url.c:2385:106: warning: Longer than 79 columns (LONGLINE)
   const char *proxyuser = data->set.str[STRING_PROXYUSERNAME] ? data->set.str[STRING_PROXYUSERNAME] : "";
./url.c:2386:108: warning: Longer than 79 columns (LONGLINE)
   const char *proxypasswd = data->set.str[STRING_PROXYPASSWORD] ? data->set.str[STRING_PROXYPASSWORD] : "";
checksrc: 0 errors and 2 warnings

Have fixed the warning and verified with checksrc.bat. thanks @bagder

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Thanks!