Option to exclude specific host(s) from --proxy switch

[Vangelis66]

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Description of your issue, suggested solution and other information

Hello and thanks to the dev team 😄
My OS is Windows Vista SP2 32-bit, latest yt-dl windows executable (as stated).

I want to use yt-dl to dump a certain private HLS master playlist, let's call it
https://host1/blahblah/master.m3u8?token.
The master playlist URI is geo-fenced from my physical location,
so are its individual variants and segment URIs; to connect to host1 I have thus
to use a special (commercial) HTTPS proxy, so with yt-dl I would type:

youtube-dl --proxy="https://proxyhost:proxyport" --hls-prefer-native "https://host1/blahblah/master.m3u8?token"

As is not uncommon nowadays, the HLS segments are AES-128 encrypted;
the key delivery URI is of the format:
https://host2/HLS/GetKey.aspx?parameters

My specific issue:

host2 is NOT GEO-FENCED from my physical location, however proxyhost is configured by its maintainers in a special manner so as to refuse connections to host2; IOW, the proxy is only being used
for segment downloading, while segment decryption key acquisition is done DIRECT...

In Firefox, I can write a local PAC file (to proxy only host1 | exclude from proxying host2)
or use the browser's GUI settings to implement the proxy and exclude from it host2; that way,
the HLS stream can be viewed in the browser... But in yt-dl, with only using the --proxy option,
I end up in failure; the download is aborted after the 1st segment has been downloaded but not decrypted:

[hlsnative] Downloading m3u8 manifest
[hlsnative] Total fragments: 470
(removed)
[download]   0.2% of ~559.70MiB at Unknown speed ETA Unknown ETAERROR: unable to
 download video data: <urlopen error Tunnel connection failed: 403 Forbidden>
Traceback (most recent call last):
  File "C:\Python\Python34\lib\urllib\request.py", line 1183, in do_open
  File "C:\Python\Python34\lib\http\client.py", line 1137, in request
  File "C:\Python\Python34\lib\http\client.py", line 1182, in _send_request
  File "C:\Python\Python34\lib\http\client.py", line 1133, in endheaders
  File "C:\Python\Python34\lib\http\client.py", line 963, in _send_output
  File "C:\Python\Python34\lib\http\client.py", line 898, in send
  File "C:\Python\Python34\lib\http\client.py", line 1279, in connect
  File "C:\Python\Python34\lib\http\client.py", line 874, in connect
  File "C:\Python\Python34\lib\http\client.py", line 857, in _tunnel
OSError: Tunnel connection failed: 403 Forbidden

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "C:\Users\dst\AppData\Roaming\Build archive\youtube-dl\rg3\tmpkc931nsv\bu
ild\youtube_dl\YoutubeDL.py", line 1908, in process_info
  File "C:\Users\dst\AppData\Roaming\Build archive\youtube-dl\rg3\tmpkc931nsv\bu
ild\youtube_dl\YoutubeDL.py", line 1847, in dl
  File "C:\Users\dst\AppData\Roaming\Build archive\youtube-dl\rg3\tmpkc931nsv\bu
ild\youtube_dl\downloader\common.py", line 364, in download
  File "C:\Users\dst\AppData\Roaming\Build archive\youtube-dl\rg3\tmpkc931nsv\bu
ild\youtube_dl\downloader\hls.py", line 168, in real_download
  File "C:\Users\dst\AppData\Roaming\Build archive\youtube-dl\rg3\tmpkc931nsv\bu
ild\youtube_dl\YoutubeDL.py", line 2211, in urlopen
  File "C:\Python\Python34\lib\urllib\request.py", line 464, in open
  File "C:\Python\Python34\lib\urllib\request.py", line 482, in _open
  File "C:\Python\Python34\lib\urllib\request.py", line 442, in _call_chain
  File "C:\Users\dst\AppData\Roaming\Build archive\youtube-dl\rg3\tmpkc931nsv\bu
ild\youtube_dl\utils.py", line 1101, in https_open
  File "C:\Python\Python34\lib\urllib\request.py", line 1185, in do_open
urllib.error.URLError: <urlopen error Tunnel connection failed: 403 Forbidden>

Solution:

Sadly, I am not a coder; it took me quite a while to identify the root cause of my issue,
then spent another 2 hours of searching on-line + trial & error for a solution; it turns
out I can set in the Windows command line the following environment variable:
SET NO_PROXY=host2 (followed by ENTER) and then, in the same CLI window, issue my yt-dl cmd:
youtube-dl --proxy="https://proxyhost:proxyport" --hls-prefer-native "https://host1/blahblah/master.m3u8?token"

To hopefully save the hassle from other yt-dl users, could we please have a new --no-proxy-for-host
(or similar) documented option in yt-dl? Value could be a comma separated list of hosts not to be proxied via the --proxy supplied proxy...

I understand this should be a low-priority feature request, however thanks in advance for possibly considering it... 😄

Best regards