Improve AI Gateway Proxy documentation

[ssncferreira]

Description

The AI Gateway Proxy (former AI Bridge Proxy) docs have several outstanding TODOs and could use some improvements.

Items to address

• Add a diagram showing how AI Bridge Proxy works in tunnel and MITM modes (index.md)
• Add a diagram showing how AI Bridge Proxy integrates with upstream proxies (setup.md)
• Add a Troubleshooting section (setup.md)
• Add a registry link for the AI Bridge Proxy module for Coder workspaces (setup.md)