Cannot connect to https with `http_client_winhttp` over proxy from firewall restricted host

[MarcoWagner]

Using http_client_winhttp to establish a HTTPS connection over a application specific proxy configuration (adress and credentials) from a firewall restricted host (which can only connect through this proxy) is not possible. Cryptoapi will fail to check the certificates revocation status and error out.

Sadly there is no configuration flag, other than disabling certification check completely (which is no option at all!), so the cpprestsdk is currently not useable in this scenario.