My proxy credentials are fine, they work for HTTP requests.

The proxies are not being created using squid, rather bought from a proxy provider, so I cannot really do this:

I have tested this with Squid. It is necessary to disable the following option in squid.conf (e.g. /etc/squid/squid.conf).

Deny CONNECT to other than SSL ports

#http_access deny CONNECT !SSL_ports

Perhaps I aslo have this situation.

For several years I see exactly same problem, one proxy provider works fine, another with same http type and login + password auth, not working at all. What make this difference - I don't know.

And the most interesting that if you change http to https, or make a port incorrect, it just works, but with your local ip, ignoring all entered proxy instructions. I can provide mainteiners with proxy which is not working, if it helps.

If somebody knows where to dig, or any solutions for this, please ping me.