Proxy authentication not working

[amir-haroun]

Hello,

We are trying to use the databricks sql connector behind an https proxy but this is failing with this error:
WARNING:urllib3.connectionpool:Retrying (DatabricksRetryPolicy(total=25, connect=None, read=None, redirect=None, status=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', OSError('Tunnel connection failed: 407 Proxy Authentication Required'))': /sql/1.0/warehouses/xxxx

I think that there is an issue with the current implementation.