// OnProxyConnectResponse is called when the Transport gets an HTTP response from
// a proxy for a CONNECT request. It's called before the check for a 200 OK response.
// If it returns an error, the request fails with that error.
OnProxyConnectResponse func(ctx context.Context, proxyURL *url.URL, connectReq *Request, connectRes *Response) error
Otherwise there's no way to find out how a CONNECT request to a proxy failed. (HTTP 403, etc)