Add changelog entry for VSCODE_PROXY_URI

Author: code-asher

CHANGELOG.md

@@ -39,6 +39,7 @@ implementation (#4414).
 - OpenVSX has been made the default marketplace.
 - The last opened folder/workspace is no longer stored separately in the
   settings file (we rely on the already-existing query object instead).
+- Add `VSCODE_PROXY_URI` env var for use in the terminal and extensions (#1510)
 
 ### Deprecated