Obviously, it makes no sense to CONNECT when talking directly to the final server. You just start talking TLS and then issue HTTP GET. The end servers normally disable CONNECT altogether. To a proxy, CONNECT support adds security risks. Any data can be passed through CONNECT, even ssh hacking attempt to a server on 192.168.1.*, even SMTP

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httpwebrequest - When should one use CONNECT and GET HTTP

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Get VPN Pro - Best Free VPN & Unlimited Wifi Proxy Download this app from Microsoft Store for Windows 10. See screenshots, read the latest customer reviews, and compare ratings for VPN Pro - Best Free VPN & Unlimited Wifi Proxy. Solved ! Unable To Connect To The Proxy Server Error In Chrome Here uncheck the Use a proxy server for your LAN option and once you are done, hit OK button. STEP 4. Reboot the PC, for the changes to take over. Once your system comes back to life, the problem of Unable to connect to the proxy server will be long gone. Solution 2 : By Changing Registry Editors HTTP tunnel - Wikipedia