No support for an upstream proxy that uses NTLM authentication
Many corporate/enterprise environments still have proxies that use NTLM authentication also sometimes referred to as the NT challenge/response (NTCR) scheme. As far as I can tell, this is old Microsoft products that just refuse to die.
The following document explains the protocol:
https://www.innovation.ch/personal/ronald/ntlm.html
There does appear to be a C library implementing the protocol at:
There is also a Python 1.x implementation at: