What is CONNECT Method?
The HTTP request a client sends to a proxy to open a raw tunnel to a destination host, used for every HTTPS site accessed through an HTTP proxy.
When a client wants an HTTPS page through an HTTP proxy, it first sends CONNECT example.com:443. If the proxy agrees it answers 200 Connection established, and from then on it simply relays bytes in both directions while the client and the website negotiate TLS directly.
That is why a proxy cannot read HTTPS traffic it tunnels, and why the proxy only gets one chance to report a problem: its reply to CONNECT. A 407 there means missing credentials, a 403 or 405 a refused destination, and a 502 an exit that could not reach the site.
Most proxy debugging comes down to reading that single reply. curl -v prints it, and browsers translate a refused CONNECT into ERR_TUNNEL_CONNECTION_FAILED.
Related terms
HTTP/HTTPS Proxy
A proxy that handles web traffic. HTTPS connections are encrypted end-to-end, while HTTP is unencrypted unless the destination site uses TLS.
Proxy Server
An intermediary server that forwards your internet requests to target websites and returns their responses, masking your real IP address and location in the process.
SOCKS5
A flexible proxy protocol that supports any traffic type, including UDP, and is often preferred for performance and security over HTTP proxies.
ASN (Autonomous System Number)
A unique identifier for a network operator on the internet. Targeting by ASN lets you select IPs belonging to a specific ISP or carrier.