The examples don't (explicitly) include the (required) port number in the authority part of the Request-Line. Also, they're missing HTTP/1.1's (required) Host header. They instead should be: CONNECT example.com:80 HTTP/1.1 Host: example.com and CONNECT example.com:80 HTTP/1.1 Host: example.com Proxy-authorization: Basic ZWRuYW1vZGU6bm9jYXBlcyE= Jeff
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