ssl-request-transparent-proxy.txt

Summary.

It seems that request does not work with HTTPS proxies because it fails to load the REQUEST_CA_BUNDLE (or fails to validate the certificates from the proxy).

I am sure that the proxy signs correctly because the same bundle is configured because both SSL_CERT_FILE and REQUEST_CA_BUNDLE point to the same file and curl works file.

## Expected Result



## Actual Result

```
Traceback (most recent call last):
File "/Users/ssbarnea/.pyenv/versions/3.7.1/lib/python3.7/site-packages/urllib3/connectionpool.py", line 594, in urlopen
self._prepare_proxy(conn)
File "/Users/ssbarnea/.pyenv/versions/3.7.1/lib/python3.7/site-packages/urllib3/connectionpool.py", line 805, in _prepare_proxy
conn.connect()
File "/Users/ssbarnea/.pyenv/versions/3.7.1/lib/python3.7/site-packages/urllib3/connection.py", line 344, in connect
ssl_context=context)
File "/Users/ssbarnea/.pyenv/versions/3.7.1/lib/python3.7/site-packages/urllib3/util/ssl_.py", line 344, in ssl_wrap_socket
return context.wrap_socket(sock, server_hostname=server_hostname)
File "/Users/ssbarnea/.pyenv/versions/3.7.1/lib/python3.7/ssl.py", line 412, in wrap_socket
session=session
File "/Users/ssbarnea/.pyenv/versions/3.7.1/lib/python3.7/ssl.py", line 853, in _create
self.do_handshake()
File "/Users/ssbarnea/.pyenv/versions/3.7.1/lib/python3.7/ssl.py", line 1117, in do_handshake
self._sslobj.do_handshake()
ssl.SSLCertVerificationError: [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: self signed certificate in certificate chain (_ssl.c:1051)

```

## Reproduction Steps

```
#!/bin/bash
set -ex
export REQUESTS_CA_BUNDLE=/Users/ssbarnea/cacert.pem
export https_proxy=192.168.33.1:3128
curl https://pypi.org >/dev/null
python3 -c "import requests; requests.get('https://pypi.org', verify='/Users/ssbarnea/cacert.pem')"
```

## System Information

    $ python -m requests.help

```
$ python -m requests.help                                                                                                                                                                            [17:44:28]
{
  "chardet": {
    "version": "3.0.4"
  },
  "cryptography": {
    "version": "2.3.1"
  },
  "idna": {
    "version": "2.7"
  },
  "implementation": {
    "name": "CPython",
    "version": "2.7.15"
  },
  "platform": {
    "release": "18.2.0",
    "system": "Darwin"
  },
  "pyOpenSSL": {
    "openssl_version": "1010009f",
    "version": "18.0.0"
  },
  "requests": {
    "version": "2.20.1"
  },
  "system_ssl": {
    "version": "1000211f"
  },
  "urllib3": {
    "version": "1.24.1"
  },
  "using_pyopenssl": true
}

```