minor #16475 Improve the local server proxy troubleshooting section (javiereguiluz)

This PR was merged into the 4.4 branch.

Discussion
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Improve the local server proxy troubleshooting section

Related to this comment from `@martinbroos`  --> #12888 (comment)

Commits
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a1ee1de Improve the local server proxy troubleshooting section

Author: javiereguiluz

setup/symfony_server.rst

@@ -202,12 +202,16 @@ Now run this command to start the proxy:
 
     $ symfony proxy:start
 
-.. note::
-
-    Some browsers (e.g. Chrome) require to re-apply proxy settings (clicking on
-    ``Re-apply settings`` button on the ``chrome://net-internals/#proxy`` page)
-    or a full restart after starting the proxy. Otherwise, you'll see a
-    *"This webpage is not available"* error (``ERR_NAME_NOT_RESOLVED``).
+If the proxy doesn't work when serving requests as explained in the following
+sections, check these:
+
+* Some browsers (e.g. Chrome) require to re-apply proxy settings (clicking on
+  ``Re-apply settings`` button on the ``chrome://net-internals/#proxy`` page)
+  or a full restart after starting the proxy. Otherwise, you'll see a
+  *"This webpage is not available"* error (``ERR_NAME_NOT_RESOLVED``);
+* Some Operating Systems (e.g. macOS) don't apply by default the proxy settings
+  to local hosts and domains. You may need to remove ``*.local`` and/or other
+  IP addresses from that list.
 
 Defining the Local Domain
 ~~~~~~~~~~~~~~~~~~~~~~~~~