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TLS-in-TLS not working with IP proxies

See original GitHub issue

Subject

I’m trying to send a GET HTTP request to an HTTPS website through a secure proxy. The proxy only allows TLS connection with basic authentication.

To achieve this, I use a ProxyManager.

As result the following exceptions is triggered:

ValueError: check_hostname requires server_hostname

Environment

>>> print("OS", platform.platform())
OS Linux-5.12.13-x86_64-Intel-R-_Core-TM-_i7-8750H_CPU_@_2.20GHz-with-glibc2.33
>>> print("Python", platform.python_version())
Python 3.9.6
>>> print("urllib3", urllib3.__version__)
urllib3 1.25.11

Steps to Reproduce

You need an HTTPS proxy with basic authentication and an HTTPS website as an example:

def get(url, proxy, username, password):

    headers  = urllib3.make_headers(proxy_basic_auth=f'{username}:{password}')
    proxy    = urllib3.ProxyManager('https://{}'.format(proxy), proxy_headers=headers)
    response = proxy.request("GET", url)            # Exception trigger here

    return (response)

Expected Behavior

Website body page as a response.

Actual Behavior

Exception triggered:

Traceback (most recent call last):
[...]
  File "/home/janemba/.virtualenv/test-rCp672mu-py3.9/lib64/python3.9/site-packages/urllib3/request.py", line 74, in request
    return self.request_encode_url(
  File "/home/janemba/.virtualenv/test-rCp672mu-py3.9/lib64/python3.9/site-packages/urllib3/request.py", line 96, in request_encode_url
    return self.urlopen(method, url, **extra_kw)
  File "/home/janemba/.virtualenv/test-rCp672mu-py3.9/lib64/python3.9/site-packages/urllib3/poolmanager.py", line 532, in urlopen
    return super(ProxyManager, self).urlopen(method, url, redirect=redirect, **kw)
  File "/home/janemba/.virtualenv/test-rCp672mu-py3.9/lib64/python3.9/site-packages/urllib3/poolmanager.py", line 375, in urlopen
    response = conn.urlopen(method, u.request_uri, **kw)
  File "/home/janemba/.virtualenv/test-rCp672mu-py3.9/lib64/python3.9/site-packages/urllib3/connectionpool.py", line 696, in urlopen
    self._prepare_proxy(conn)
  File "/home/janemba/.virtualenv/test-rCp672mu-py3.9/lib64/python3.9/site-packages/urllib3/connectionpool.py", line 964, in _prepare_proxy
    conn.connect()
  File "/home/janemba/.virtualenv/test-rCp672mu-py3.9/lib64/python3.9/site-packages/urllib3/connection.py", line 359, in connect
    conn = self._connect_tls_proxy(hostname, conn)
  File "/home/janemba/.virtualenv/test-rCp672mu-py3.9/lib64/python3.9/site-packages/urllib3/connection.py", line 500, in _connect_tls_proxy
    return ssl_wrap_socket(
  File "/home/janemba/.virtualenv/test-rCp672mu-py3.9/lib64/python3.9/site-packages/urllib3/util/ssl_.py", line 453, in ssl_wrap_socket
    ssl_sock = _ssl_wrap_socket_impl(sock, context, tls_in_tls)
  File "/home/janemba/.virtualenv/test-rCp672mu-py3.9/lib64/python3.9/site-packages/urllib3/util/ssl_.py", line 495, in _ssl_wrap_socket_impl
    return ssl_context.wrap_socket(sock)
  File "/usr/lib64/python3.9/ssl.py", line 500, in wrap_socket
    return self.sslsocket_class._create(
  File "/usr/lib64/python3.9/ssl.py", line 997, in _create
    raise ValueError("check_hostname requires server_hostname")
ValueError: check_hostname requires server_hostname