prometheus: remote_write doesn't log error if using proxy_url

Proposal

Use case. Why is this important?

It’s important to have log output when something goes wrong. For example, if metrics are not sent to persistent storage, we need to have a log event.

Bug Report

What did you do?

I created a remote_write section in my config with an HTTPS URL, tested it, then added a proxy_url section containing 'http://squid.proxy.that.blocks.requests:3128/'. The proxy is configured to block access to the url we are using.

What did you expect to see?

I expected to see at least one error log line, saying the remote write failed.

What did you see instead? Under which circumstances?

Metrics did not show up, and no log lines were logged. Circumstances: proxy is blocking requests, as noted above.

Environment

• System information:

  Linux 2.6.32-696.el6.x86_64 x86_64

• Prometheus version:

prometheus, version 2.10.0 (branch: HEAD, revision: d20e84d0fb64aff2f62a977adc8cfb656da4e286)
  build user:       root@a49185acd9b0
  build date:       20190525-12:28:13
  go version:       go1.12.5

• Alertmanager version:

  N/A

• Prometheus configuration file:

global:
  scrape_interval:     15s
  evaluation_interval: 15s
  scrape_timeout:      2s

# Alertmanager configuration
alerting:
  alertmanagers:
  - static_configs:
    - targets:
      # - alertmanager:9093

# Load rules once and periodically evaluate them according to the global 'evaluation_interval'.
rule_files:
  # - "first_rules.yml"
  # - "second_rules.yml"

# A scrape configuration containing exactly one endpoint to scrape:
# Here it's Prometheus itself.
scrape_configs:
  # The job name is added as a label `job=<job_name>` to any timeseries scraped from this config.
  - job_name: 'prometheus'

    # metrics_path defaults to '/metrics'
    # scheme defaults to 'http'.

    static_configs:
    - targets: ['localhost:9090']
    
  - job_name: 'some-job-name'
    static_configs:
    - targets:
        - 'localhost:10002'
        - 'localhost:10000'
        - 'localhost:10001'
      labels:
        environment: 'someenvname'
        host: 'internal-host-fqdn'

remote_write:
  - url: 'https://some.cortex.instance/api/prom/push'

    basic_auth:
      username: 'some_user'
      password: 'some_password'

    proxy_url: 'http://squid.proxy.that.blocks.requests:3128/'

• Alertmanager configuration file: N/A

• Logs: N/A