Hello,
As the support of HTTPS proxies is becoming more common, we need to execute HTTP and HTTPS requests through an HTTPS proxy.

To be clear, this is not about executing an HTTPS request through an HTTP proxy (which works well), it is about connecting to the proxy itself using HTTPS.

As an additional requirement, we are also supposed to authenticate the client using client certificates.

When I try to use a proxy created from an https URI

            HttpClientHandler handler = new HttpClientHandler();
            handler.Proxy = new WebProxy("https://127.0.0.1");
            HttpClient client = new HttpClient(handler);

I receive an Only the 'http' scheme is allowed for proxies. NotSupportedException.

I found some indication at https://github.com/dotnet/corefx/issues/20435 that this is not supported at all, so I am reopening this as a feature request.

Thanks