[issue43074] Unable to use system proxy with HTTPS connection on Windows

[双草酸酯]

New submission from 双草酸酯 <admin at 0x.mk>:

On Windows you can only set a "host:port" http proxy as system proxy.
```
PS > Get-ItemProperty -Path 'HKCU:\Software\Microsoft\Windows\CurrentVersion\Internet Settings' | findstr ProxyServer
ProxyServer              : 127.0.0.1:7890
```

But in Python, it assumes that this proxy supports both http and https on the same port:

```
>>> import urllib
>>> urllib.request.getproxies()
{'http': 'http://127.0.0.1:7890', 'https': 'https://127.0.0.1:7890', 'ftp': 'ftp://127.0.0.1:7890'}
```

On Python 3.8.x it works but on 3.9.x it keeps failing to handshake on https traffic.

3.8.x:

```
> .\python38.exe
Python 3.8.3 (tags/v3.8.3:6f8c832, May 13 2020, 22:37:02) [MSC v.1924 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import urllib, requests
>>> urllib.request.getproxies()
{'http': 'http://127.0.0.1:7890', 'https': 'https://127.0.0.1:7890', 'ftp': 'ftp://127.0.0.1:7890'}
>>> requests.get("http://www.google.com")
<Response [200]>
>>> requests.get("https://www.google.com")
<Response [200]>
```

```
> python3
Python 3.9.1 (tags/v3.9.1:1e5d33e, Dec  7 2020, 17:08:21) [MSC v.1927 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import urllib, requests
>>> urllib.request.getproxies()
{'http': 'http://127.0.0.1:7890', 'https': 'https://127.0.0.1:7890', 'ftp': 'ftp://127.0.0.1:7890'}
>>> requests.get("http://www.google.com")
<Response [200]>
>>> requests.get("https://www.google.com")
Traceback (most recent call last):
  File "C:\Python39\lib\site-packages\urllib3\connectionpool.py", line 696, in urlopen
    self._prepare_proxy(conn)
  File "C:\Python39\lib\site-packages\urllib3\connectionpool.py", line 964, in _prepare_proxy
    conn.connect()
  File "C:\Python39\lib\site-packages\urllib3\connection.py", line 359, in connect
    conn = self._connect_tls_proxy(hostname, conn)
  File "C:\Python39\lib\site-packages\urllib3\connection.py", line 496, in _connect_tls_proxy
    return ssl_wrap_socket(
  File "C:\Python39\lib\site-packages\urllib3\util\ssl_.py", line 432, in ssl_wrap_socket
    ssl_sock = _ssl_wrap_socket_impl(sock, context, tls_in_tls)
  File "C:\Python39\lib\site-packages\urllib3\util\ssl_.py", line 474, in _ssl_wrap_socket_impl
    return ssl_context.wrap_socket(sock)
  File "C:\Python39\lib\ssl.py", line 500, in wrap_socket
    return self.sslsocket_class._create(
  File "C:\Python39\lib\ssl.py", line 1040, in _create
    self.do_handshake()
  File "C:\Python39\lib\ssl.py", line 1309, in do_handshake
    self._sslobj.do_handshake()
ssl.SSLEOFError: EOF occurred in violation of protocol (_ssl.c:1123)

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "C:\Python39\lib\site-packages\requests\adapters.py", line 439, in send
    resp = conn.urlopen(
  File "C:\Python39\lib\site-packages\urllib3\connectionpool.py", line 755, in urlopen
    retries = retries.increment(
  File "C:\Python39\lib\site-packages\urllib3\util\retry.py", line 573, in increment
    raise MaxRetryError(_pool, url, error or ResponseError(cause))
urllib3.exceptions.MaxRetryError: HTTPSConnectionPool(host='www.google.com', port=443): Max retries exceeded with url: / (Caused by SSLError(SSLEOFError(8, 'EOF occurred in violation of protocol (_ssl.c:1123)')))

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:\Python39\lib\site-packages\requests\api.py", line 76, in get
    return request('get', url, params=params, **kwargs)
  File "C:\Python39\lib\site-packages\requests\api.py", line 61, in request
    return session.request(method=method, url=url, **kwargs)
  File "C:\Python39\lib\site-packages\requests\sessions.py", line 542, in request
    resp = self.send(prep, **send_kwargs)
  File "C:\Python39\lib\site-packages\requests\sessions.py", line 655, in send
    r = adapter.send(request, **kwargs)
  File "C:\Python39\lib\site-packages\requests\adapters.py", line 514, in send
    raise SSLError(e, request=request)
requests.exceptions.SSLError: HTTPSConnectionPool(host='www.google.com', port=443): Max retries exceeded with url: / (Caused by SSLError(SSLEOFError(8, 'EOF occurred in violation of protocol (_ssl.c:1123)')))
```

----------
components: Windows
messages: 385973
nosy: admin3, paul.moore, steve.dower, tim.golden, zach.ware
priority: normal
severity: normal
status: open
title: Unable to use system proxy with HTTPS connection on Windows
type: behavior
versions: Python 3.9

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Python tracker <report at bugs.python.org>
<https://bugs.python.org/issue43074>
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