diff --git a/test/conftest.py b/test/conftest.py
index 2fbc269e1..decd2c85c 100644
--- a/test/conftest.py
+++ b/test/conftest.py
@@ -1,4 +1,3 @@
-import functools
 import inspect
 
 import pytest
@@ -10,7 +9,9 @@ from yt_dlp.utils._utils import _YDLLogger as FakeLogger
 
 @pytest.fixture
 def handler(request):
-    RH_KEY = request.param
+    RH_KEY = getattr(request, 'param', None)
+    if not RH_KEY:
+        return
     if inspect.isclass(RH_KEY) and issubclass(RH_KEY, RequestHandler):
         handler = RH_KEY
     elif RH_KEY in _REQUEST_HANDLERS:
@@ -18,9 +19,46 @@ def handler(request):
     else:
         pytest.skip(f'{RH_KEY} request handler is not available')
 
-    return functools.partial(handler, logger=FakeLogger)
+    class HandlerWrapper(handler):
+        RH_KEY = handler.RH_KEY
 
+        def __init__(self, *args, **kwargs):
+            super().__init__(logger=FakeLogger, *args, **kwargs)
 
-def validate_and_send(rh, req):
-    rh.validate(req)
-    return rh.send(req)
+    return HandlerWrapper
+
+
+@pytest.fixture(autouse=True)
+def skip_handler(request, handler):
+    """usage: pytest.mark.skip_handler('my_handler', 'reason')"""
+    for marker in request.node.iter_markers('skip_handler'):
+        if marker.args[0] == handler.RH_KEY:
+            pytest.skip(marker.args[1] if len(marker.args) > 1 else '')
+
+
+@pytest.fixture(autouse=True)
+def skip_handler_if(request, handler):
+    """usage: pytest.mark.skip_handler_if('my_handler', lambda request: True, 'reason')"""
+    for marker in request.node.iter_markers('skip_handler_if'):
+        if marker.args[0] == handler.RH_KEY and marker.args[1](request):
+            pytest.skip(marker.args[2] if len(marker.args) > 2 else '')
+
+
+@pytest.fixture(autouse=True)
+def skip_handlers_if(request, handler):
+    """usage: pytest.mark.skip_handlers_if(lambda request, handler: True, 'reason')"""
+    for marker in request.node.iter_markers('skip_handlers_if'):
+        if handler and marker.args[0](request, handler):
+            pytest.skip(marker.args[1] if len(marker.args) > 1 else '')
+
+
+def pytest_configure(config):
+    config.addinivalue_line(
+        "markers", "skip_handler(handler): skip test for the given handler",
+    )
+    config.addinivalue_line(
+        "markers", "skip_handler_if(handler): skip test for the given handler if condition is true"
+    )
+    config.addinivalue_line(
+        "markers", "skip_handlers_if(handler): skip test for handlers when the condition is true"
+    )
diff --git a/test/helper.py b/test/helper.py
index 7760fd8d7..e7473120d 100644
--- a/test/helper.py
+++ b/test/helper.py
@@ -338,3 +338,8 @@ def http_server_port(httpd):
 def verify_address_availability(address):
     if find_available_port(address) is None:
         pytest.skip(f'Unable to bind to source address {address} (address may not exist)')
+
+
+def validate_and_send(rh, req):
+    rh.validate(req)
+    return rh.send(req)
diff --git a/test/test_http_proxy.py b/test/test_http_proxy.py
new file mode 100644
index 000000000..6e27bc6d5
--- /dev/null
+++ b/test/test_http_proxy.py
@@ -0,0 +1,430 @@
+import abc
+import base64
+import contextlib
+import functools
+import json
+import os
+import random
+import ssl
+import threading
+from http.server import BaseHTTPRequestHandler
+from socketserver import BaseRequestHandler, ThreadingTCPServer
+
+import pytest
+
+from test.helper import http_server_port, verify_address_availability
+from test.test_networking import TEST_DIR
+from test.test_socks import IPv6ThreadingTCPServer
+from yt_dlp.dependencies import urllib3
+from yt_dlp.networking import Request
+from yt_dlp.networking.exceptions import HTTPError, ProxyError, SSLError
+
+
+class HTTPProxyAuthMixin:
+
+    def proxy_auth_error(self):
+        self.send_response(407)
+        self.send_header('Proxy-Authenticate', 'Basic realm="test http proxy"')
+        self.end_headers()
+        return False
+
+    def do_proxy_auth(self, username, password):
+        if username is None and password is None:
+            return True
+
+        proxy_auth_header = self.headers.get('Proxy-Authorization', None)
+        if proxy_auth_header is None:
+            return self.proxy_auth_error()
+
+        if not proxy_auth_header.startswith('Basic '):
+            return self.proxy_auth_error()
+
+        auth = proxy_auth_header[6:]
+
+        try:
+            auth_username, auth_password = base64.b64decode(auth).decode().split(':', 1)
+        except Exception:
+            return self.proxy_auth_error()
+
+        if auth_username != (username or '') or auth_password != (password or ''):
+            return self.proxy_auth_error()
+        return True
+
+
+class HTTPProxyHandler(BaseHTTPRequestHandler, HTTPProxyAuthMixin):
+    def __init__(self, *args, proxy_info=None, username=None, password=None, request_handler=None, **kwargs):
+        self.username = username
+        self.password = password
+        self.proxy_info = proxy_info
+        super().__init__(*args, **kwargs)
+
+    def do_GET(self):
+        if not self.do_proxy_auth(self.username, self.password):
+            self.server.close_request(self.request)
+            return
+        if self.path.endswith('/proxy_info'):
+            payload = json.dumps(self.proxy_info or {
+                'client_address': self.client_address,
+                'connect': False,
+                'connect_host': None,
+                'connect_port': None,
+                'headers': dict(self.headers),
+                'path': self.path,
+                'proxy': ':'.join(str(y) for y in self.connection.getsockname()),
+            })
+            self.send_response(200)
+            self.send_header('Content-Type', 'application/json; charset=utf-8')
+            self.send_header('Content-Length', str(len(payload)))
+            self.end_headers()
+            self.wfile.write(payload.encode())
+        else:
+            self.send_response(404)
+            self.end_headers()
+
+        self.server.close_request(self.request)
+
+
+if urllib3:
+    import urllib3.util.ssltransport
+
+    class SSLTransport(urllib3.util.ssltransport.SSLTransport):
+        """
+        Modified version of urllib3 SSLTransport to support server side SSL
+
+        This allows us to chain multiple TLS connections.
+        """
+        def __init__(self, socket, ssl_context, server_hostname=None, suppress_ragged_eofs=True, server_side=False):
+            self.incoming = ssl.MemoryBIO()
+            self.outgoing = ssl.MemoryBIO()
+
+            self.suppress_ragged_eofs = suppress_ragged_eofs
+            self.socket = socket
+
+            self.sslobj = ssl_context.wrap_bio(
+                self.incoming,
+                self.outgoing,
+                server_hostname=server_hostname,
+                server_side=server_side
+            )
+            self._ssl_io_loop(self.sslobj.do_handshake)
+
+        @property
+        def _io_refs(self):
+            return self.socket._io_refs
+
+        @_io_refs.setter
+        def _io_refs(self, value):
+            self.socket._io_refs = value
+
+        def shutdown(self, *args, **kwargs):
+            self.socket.shutdown(*args, **kwargs)
+else:
+    SSLTransport = None
+
+
+class HTTPSProxyHandler(HTTPProxyHandler):
+    def __init__(self, request, *args, **kwargs):
+        certfn = os.path.join(TEST_DIR, 'testcert.pem')
+        sslctx = ssl.SSLContext(ssl.PROTOCOL_TLS_SERVER)
+        sslctx.load_cert_chain(certfn, None)
+        if isinstance(request, ssl.SSLSocket):
+            request = SSLTransport(request, ssl_context=sslctx, server_side=True)
+        else:
+            request = sslctx.wrap_socket(request, server_side=True)
+        super().__init__(request, *args, **kwargs)
+
+
+class WebSocketProxyHandler(BaseRequestHandler):
+    def __init__(self, *args, proxy_info=None, **kwargs):
+        self.proxy_info = proxy_info
+        super().__init__(*args, **kwargs)
+
+    def handle(self):
+        import websockets.sync.server
+        protocol = websockets.ServerProtocol()
+        connection = websockets.sync.server.ServerConnection(socket=self.request, protocol=protocol, close_timeout=0)
+        connection.handshake()
+        for message in connection:
+            if message == 'proxy_info':
+                connection.send(json.dumps(self.proxy_info))
+        connection.close()
+
+
+class WebSocketSecureProxyHandler(WebSocketProxyHandler):
+    def __init__(self, request, *args, **kwargs):
+        certfn = os.path.join(TEST_DIR, 'testcert.pem')
+        sslctx = ssl.SSLContext(ssl.PROTOCOL_TLS_SERVER)
+        sslctx.load_cert_chain(certfn, None)
+        if SSLTransport:
+            request = SSLTransport(request, ssl_context=sslctx, server_side=True)
+        else:
+            request = sslctx.wrap_socket(request, server_side=True)
+        super().__init__(request, *args, **kwargs)
+
+
+class HTTPConnectProxyHandler(BaseHTTPRequestHandler, HTTPProxyAuthMixin):
+    protocol_version = 'HTTP/1.1'
+    default_request_version = 'HTTP/1.1'
+
+    def __init__(self, *args, username=None, password=None, request_handler=None, **kwargs):
+        self.username = username
+        self.password = password
+        self.request_handler = request_handler
+        super().__init__(*args, **kwargs)
+
+    def do_CONNECT(self):
+        if not self.do_proxy_auth(self.username, self.password):
+            self.server.close_request(self.request)
+            return
+        self.send_response(200)
+        self.end_headers()
+        proxy_info = {
+            'client_address': self.client_address,
+            'connect': True,
+            'connect_host': self.path.split(':')[0],
+            'connect_port': int(self.path.split(':')[1]),
+            'headers': dict(self.headers),
+            'path': self.path,
+            'proxy': ':'.join(str(y) for y in self.connection.getsockname()),
+        }
+        self.request_handler(self.request, self.client_address, self.server, proxy_info=proxy_info)
+        self.server.close_request(self.request)
+
+
+class HTTPSConnectProxyHandler(HTTPConnectProxyHandler):
+    def __init__(self, request, *args, **kwargs):
+        certfn = os.path.join(TEST_DIR, 'testcert.pem')
+        sslctx = ssl.SSLContext(ssl.PROTOCOL_TLS_SERVER)
+        sslctx.load_cert_chain(certfn, None)
+        request = sslctx.wrap_socket(request, server_side=True)
+        self._original_request = request
+        super().__init__(request, *args, **kwargs)
+
+    def do_CONNECT(self):
+        super().do_CONNECT()
+        self.server.close_request(self._original_request)
+
+
+@contextlib.contextmanager
+def proxy_server(proxy_server_class, request_handler, bind_ip=None, **proxy_server_kwargs):
+    server = server_thread = None
+    try:
+        bind_address = bind_ip or '127.0.0.1'
+        server_type = ThreadingTCPServer if '.' in bind_address else IPv6ThreadingTCPServer
+        server = server_type(
+            (bind_address, 0), functools.partial(proxy_server_class, request_handler=request_handler, **proxy_server_kwargs))
+        server_port = http_server_port(server)
+        server_thread = threading.Thread(target=server.serve_forever)
+        server_thread.daemon = True
+        server_thread.start()
+        if '.' not in bind_address:
+            yield f'[{bind_address}]:{server_port}'
+        else:
+            yield f'{bind_address}:{server_port}'
+    finally:
+        server.shutdown()
+        server.server_close()
+        server_thread.join(2.0)
+
+
+class HTTPProxyTestContext(abc.ABC):
+    REQUEST_HANDLER_CLASS = None
+    REQUEST_PROTO = None
+
+    def http_server(self, server_class, *args, **kwargs):
+        return proxy_server(server_class, self.REQUEST_HANDLER_CLASS, *args, **kwargs)
+
+    @abc.abstractmethod
+    def proxy_info_request(self, handler, target_domain=None, target_port=None, **req_kwargs) -> dict:
+        """return a dict of proxy_info"""
+
+
+class HTTPProxyHTTPTestContext(HTTPProxyTestContext):
+    # Standard HTTP Proxy for http requests
+    REQUEST_HANDLER_CLASS = HTTPProxyHandler
+    REQUEST_PROTO = 'http'
+
+    def proxy_info_request(self, handler, target_domain=None, target_port=None, **req_kwargs):
+        request = Request(f'http://{target_domain or "127.0.0.1"}:{target_port or "40000"}/proxy_info', **req_kwargs)
+        handler.validate(request)
+        return json.loads(handler.send(request).read().decode())
+
+
+class HTTPProxyHTTPSTestContext(HTTPProxyTestContext):
+    # HTTP Connect proxy, for https requests
+    REQUEST_HANDLER_CLASS = HTTPSProxyHandler
+    REQUEST_PROTO = 'https'
+
+    def proxy_info_request(self, handler, target_domain=None, target_port=None, **req_kwargs):
+        request = Request(f'https://{target_domain or "127.0.0.1"}:{target_port or "40000"}/proxy_info', **req_kwargs)
+        handler.validate(request)
+        return json.loads(handler.send(request).read().decode())
+
+
+class HTTPProxyWebSocketTestContext(HTTPProxyTestContext):
+    REQUEST_HANDLER_CLASS = WebSocketProxyHandler
+    REQUEST_PROTO = 'ws'
+
+    def proxy_info_request(self, handler, target_domain=None, target_port=None, **req_kwargs):
+        request = Request(f'{self.REQUEST_PROTO}://{target_domain or "127.0.0.1"}:{target_port or "40000"}', **req_kwargs)
+        handler.validate(request)
+        ws = handler.send(request)
+        ws.send('proxy_info')
+        socks_info = ws.recv()
+        ws.close()
+        return json.loads(socks_info)
+
+
+class HTTPProxyWebSocketSecureTestContext(HTTPProxyWebSocketTestContext):
+    REQUEST_HANDLER_CLASS = WebSocketSecureProxyHandler
+    REQUEST_PROTO = 'wss'
+
+
+CTX_MAP = {
+    'http': HTTPProxyHTTPTestContext,
+    'https': HTTPProxyHTTPSTestContext,
+    'ws': HTTPProxyWebSocketTestContext,
+    'wss': HTTPProxyWebSocketSecureTestContext,
+}
+
+
+@pytest.fixture(scope='module')
+def ctx(request):
+    return CTX_MAP[request.param]()
+
+
+@pytest.mark.parametrize(
+    'handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
+@pytest.mark.parametrize('ctx', ['http'], indirect=True)  # pure http proxy can only support http
+class TestHTTPProxy:
+    def test_http_no_auth(self, handler, ctx):
+        with ctx.http_server(HTTPProxyHandler) as server_address:
+            with handler(proxies={ctx.REQUEST_PROTO: f'http://{server_address}'}) as rh:
+                proxy_info = ctx.proxy_info_request(rh)
+                assert proxy_info['proxy'] == server_address
+                assert proxy_info['connect'] is False
+                assert 'Proxy-Authorization' not in proxy_info['headers']
+
+    def test_http_auth(self, handler, ctx):
+        with ctx.http_server(HTTPProxyHandler, username='test', password='test') as server_address:
+            with handler(proxies={ctx.REQUEST_PROTO: f'http://test:test@{server_address}'}) as rh:
+                proxy_info = ctx.proxy_info_request(rh)
+                assert proxy_info['proxy'] == server_address
+                assert 'Proxy-Authorization' in proxy_info['headers']
+
+    def test_http_bad_auth(self, handler, ctx):
+        with ctx.http_server(HTTPProxyHandler, username='test', password='test') as server_address:
+            with handler(proxies={ctx.REQUEST_PROTO: f'http://test:bad@{server_address}'}) as rh:
+                with pytest.raises(HTTPError) as exc_info:
+                    ctx.proxy_info_request(rh)
+                assert exc_info.value.response.status == 407
+                exc_info.value.response.close()
+
+    def test_http_source_address(self, handler, ctx):
+        with ctx.http_server(HTTPProxyHandler) as server_address:
+            source_address = f'127.0.0.{random.randint(5, 255)}'
+            verify_address_availability(source_address)
+            with handler(proxies={ctx.REQUEST_PROTO: f'http://{server_address}'},
+                         source_address=source_address) as rh:
+                proxy_info = ctx.proxy_info_request(rh)
+                assert proxy_info['proxy'] == server_address
+                assert proxy_info['client_address'][0] == source_address
+
+    @pytest.mark.skip_handler('Urllib', 'urllib does not support https proxies')
+    def test_https(self, handler, ctx):
+        with ctx.http_server(HTTPSProxyHandler) as server_address:
+            with handler(verify=False, proxies={ctx.REQUEST_PROTO: f'https://{server_address}'}) as rh:
+                proxy_info = ctx.proxy_info_request(rh)
+                assert proxy_info['proxy'] == server_address
+                assert proxy_info['connect'] is False
+                assert 'Proxy-Authorization' not in proxy_info['headers']
+
+    @pytest.mark.skip_handler('Urllib', 'urllib does not support https proxies')
+    def test_https_verify_failed(self, handler, ctx):
+        with ctx.http_server(HTTPSProxyHandler) as server_address:
+            with handler(verify=True, proxies={ctx.REQUEST_PROTO: f'https://{server_address}'}) as rh:
+                # Accept SSLError as may not be feasible to tell if it is proxy or request error.
+                # note: if request proto also does ssl verification, this may also be the error of the request.
+                # Until we can support passing custom cacerts to handlers, we cannot properly test this for all cases.
+                with pytest.raises((ProxyError, SSLError)):
+                    ctx.proxy_info_request(rh)
+
+    def test_http_with_idn(self, handler, ctx):
+        with ctx.http_server(HTTPProxyHandler) as server_address:
+            with handler(proxies={ctx.REQUEST_PROTO: f'http://{server_address}'}) as rh:
+                proxy_info = ctx.proxy_info_request(rh, target_domain='中文.tw')
+                assert proxy_info['proxy'] == server_address
+                assert proxy_info['path'].startswith('http://xn--fiq228c.tw')
+                assert proxy_info['headers']['Host'].split(':', 1)[0] == 'xn--fiq228c.tw'
+
+
+@pytest.mark.parametrize(
+    'handler,ctx', [
+        ('Requests', 'https'),
+        ('CurlCFFI', 'https'),
+        ('Websockets', 'ws'),
+        ('Websockets', 'wss')
+    ], indirect=True)
+class TestHTTPConnectProxy:
+    def test_http_connect_no_auth(self, handler, ctx):
+        with ctx.http_server(HTTPConnectProxyHandler) as server_address:
+            with handler(verify=False, proxies={ctx.REQUEST_PROTO: f'http://{server_address}'}) as rh:
+                proxy_info = ctx.proxy_info_request(rh)
+                assert proxy_info['proxy'] == server_address
+                assert proxy_info['connect'] is True
+                assert 'Proxy-Authorization' not in proxy_info['headers']
+
+    def test_http_connect_auth(self, handler, ctx):
+        with ctx.http_server(HTTPConnectProxyHandler, username='test', password='test') as server_address:
+            with handler(verify=False, proxies={ctx.REQUEST_PROTO: f'http://test:test@{server_address}'}) as rh:
+                proxy_info = ctx.proxy_info_request(rh)
+                assert proxy_info['proxy'] == server_address
+                assert 'Proxy-Authorization' in proxy_info['headers']
+
+    @pytest.mark.skip_handler(
+        'Requests',
+        'bug in urllib3 causes unclosed socket: https://github.com/urllib3/urllib3/issues/3374'
+    )
+    def test_http_connect_bad_auth(self, handler, ctx):
+        with ctx.http_server(HTTPConnectProxyHandler, username='test', password='test') as server_address:
+            with handler(verify=False, proxies={ctx.REQUEST_PROTO: f'http://test:bad@{server_address}'}) as rh:
+                with pytest.raises(ProxyError):
+                    ctx.proxy_info_request(rh)
+
+    def test_http_connect_source_address(self, handler, ctx):
+        with ctx.http_server(HTTPConnectProxyHandler) as server_address:
+            source_address = f'127.0.0.{random.randint(5, 255)}'
+            verify_address_availability(source_address)
+            with handler(proxies={ctx.REQUEST_PROTO: f'http://{server_address}'},
+                         source_address=source_address,
+                         verify=False) as rh:
+                proxy_info = ctx.proxy_info_request(rh)
+                assert proxy_info['proxy'] == server_address
+                assert proxy_info['client_address'][0] == source_address
+
+    @pytest.mark.skipif(urllib3 is None, reason='requires urllib3 to test')
+    def test_https_connect_proxy(self, handler, ctx):
+        with ctx.http_server(HTTPSConnectProxyHandler) as server_address:
+            with handler(verify=False, proxies={ctx.REQUEST_PROTO: f'https://{server_address}'}) as rh:
+                proxy_info = ctx.proxy_info_request(rh)
+                assert proxy_info['proxy'] == server_address
+                assert proxy_info['connect'] is True
+                assert 'Proxy-Authorization' not in proxy_info['headers']
+
+    @pytest.mark.skipif(urllib3 is None, reason='requires urllib3 to test')
+    def test_https_connect_verify_failed(self, handler, ctx):
+        with ctx.http_server(HTTPSConnectProxyHandler) as server_address:
+            with handler(verify=True, proxies={ctx.REQUEST_PROTO: f'https://{server_address}'}) as rh:
+                # Accept SSLError as may not be feasible to tell if it is proxy or request error.
+                # note: if request proto also does ssl verification, this may also be the error of the request.
+                # Until we can support passing custom cacerts to handlers, we cannot properly test this for all cases.
+                with pytest.raises((ProxyError, SSLError)):
+                    ctx.proxy_info_request(rh)
+
+    @pytest.mark.skipif(urllib3 is None, reason='requires urllib3 to test')
+    def test_https_connect_proxy_auth(self, handler, ctx):
+        with ctx.http_server(HTTPSConnectProxyHandler, username='test', password='test') as server_address:
+            with handler(verify=False, proxies={ctx.REQUEST_PROTO: f'https://test:test@{server_address}'}) as rh:
+                proxy_info = ctx.proxy_info_request(rh)
+                assert proxy_info['proxy'] == server_address
+                assert 'Proxy-Authorization' in proxy_info['headers']
diff --git a/test/test_networking.py b/test/test_networking.py
index b50f70d08..f5a9a95eb 100644
--- a/test/test_networking.py
+++ b/test/test_networking.py
@@ -6,6 +6,8 @@ import sys
 
 import pytest
 
+from yt_dlp.networking.common import Features
+
 sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
 
 import gzip
@@ -27,8 +29,12 @@ import zlib
 from email.message import Message
 from http.cookiejar import CookieJar
 
-from test.conftest import validate_and_send
-from test.helper import FakeYDL, http_server_port, verify_address_availability
+from test.helper import (
+    FakeYDL,
+    http_server_port,
+    validate_and_send,
+    verify_address_availability,
+)
 from yt_dlp.cookies import YoutubeDLCookieJar
 from yt_dlp.dependencies import brotli, curl_cffi, requests, urllib3
 from yt_dlp.networking import (
@@ -62,21 +68,6 @@ from yt_dlp.utils.networking import HTTPHeaderDict, std_headers
 TEST_DIR = os.path.dirname(os.path.abspath(__file__))
 
 
-def _build_proxy_handler(name):
-    class HTTPTestRequestHandler(http.server.BaseHTTPRequestHandler):
-        proxy_name = name
-
-        def log_message(self, format, *args):
-            pass
-
-        def do_GET(self):
-            self.send_response(200)
-            self.send_header('Content-Type', 'text/plain; charset=utf-8')
-            self.end_headers()
-            self.wfile.write(f'{self.proxy_name}: {self.path}'.encode())
-    return HTTPTestRequestHandler
-
-
 class HTTPTestRequestHandler(http.server.BaseHTTPRequestHandler):
     protocol_version = 'HTTP/1.1'
     default_request_version = 'HTTP/1.1'
@@ -317,8 +308,9 @@ class TestRequestHandlerBase:
         cls.https_server_thread.start()
 
 
+@pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
 class TestHTTPRequestHandler(TestRequestHandlerBase):
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
+
     def test_verify_cert(self, handler):
         with handler() as rh:
             with pytest.raises(CertificateVerifyError):
@@ -329,7 +321,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert r.status == 200
             r.close()
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_ssl_error(self, handler):
         # HTTPS server with too old TLS version
         # XXX: is there a better way to test this than to create a new server?
@@ -347,7 +338,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
                 validate_and_send(rh, Request(f'https://127.0.0.1:{https_port}/headers'))
             assert not issubclass(exc_info.type, CertificateVerifyError)
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_percent_encode(self, handler):
         with handler() as rh:
             # Unicode characters should be encoded with uppercase percent-encoding
@@ -359,7 +349,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert res.status == 200
             res.close()
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     @pytest.mark.parametrize('path', [
         '/a/b/./../../headers',
         '/redirect_dotsegments',
@@ -375,15 +364,13 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert res.url == f'http://127.0.0.1:{self.http_port}/headers'
             res.close()
 
-    # Not supported by CurlCFFI (non-standard)
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests'], indirect=True)
+    @pytest.mark.skip_handler('CurlCFFI', 'not supported by curl-cffi (non-standard)')
     def test_unicode_path_redirection(self, handler):
         with handler() as rh:
             r = validate_and_send(rh, Request(f'http://127.0.0.1:{self.http_port}/302-non-ascii-redirect'))
             assert r.url == f'http://127.0.0.1:{self.http_port}/%E4%B8%AD%E6%96%87.html'
             r.close()
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_raise_http_error(self, handler):
         with handler() as rh:
             for bad_status in (400, 500, 599, 302):
@@ -393,7 +380,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             # Should not raise an error
             validate_and_send(rh, Request('http://127.0.0.1:%d/gen_200' % self.http_port)).close()
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_response_url(self, handler):
         with handler() as rh:
             # Response url should be that of the last url in redirect chain
@@ -405,7 +391,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             res2.close()
 
     # Covers some basic cases we expect some level of consistency between request handlers for
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     @pytest.mark.parametrize('redirect_status,method,expected', [
         # A 303 must either use GET or HEAD for subsequent request
         (303, 'POST', ('', 'GET', False)),
@@ -447,7 +432,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert expected[1] == res.headers.get('method')
             assert expected[2] == ('content-length' in headers.decode().lower())
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_request_cookie_header(self, handler):
         # We should accept a Cookie header being passed as in normal headers and handle it appropriately.
         with handler() as rh:
@@ -480,19 +464,16 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert b'cookie: test=ytdlp' not in data.lower()
             assert b'cookie: test=test3' in data.lower()
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_redirect_loop(self, handler):
         with handler() as rh:
             with pytest.raises(HTTPError, match='redirect loop'):
                 validate_and_send(rh, Request(f'http://127.0.0.1:{self.http_port}/redirect_loop'))
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_incompleteread(self, handler):
         with handler(timeout=2) as rh:
             with pytest.raises(IncompleteRead, match='13 bytes read, 234221 more expected'):
                 validate_and_send(rh, Request('http://127.0.0.1:%d/incompleteread' % self.http_port)).read()
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_cookies(self, handler):
         cookiejar = YoutubeDLCookieJar()
         cookiejar.set_cookie(http.cookiejar.Cookie(
@@ -509,7 +490,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
                 rh, Request(f'http://127.0.0.1:{self.http_port}/headers', extensions={'cookiejar': cookiejar})).read()
             assert b'cookie: test=ytdlp' in data.lower()
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_headers(self, handler):
 
         with handler(headers=HTTPHeaderDict({'test1': 'test', 'test2': 'test2'})) as rh:
@@ -525,7 +505,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert b'test2: test2' not in data
             assert b'test3: test3' in data
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_read_timeout(self, handler):
         with handler() as rh:
             # Default timeout is 20 seconds, so this should go through
@@ -541,7 +520,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             validate_and_send(
                 rh, Request(f'http://127.0.0.1:{self.http_port}/timeout_1', extensions={'timeout': 4}))
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_connect_timeout(self, handler):
         # nothing should be listening on this port
         connect_timeout_url = 'http://10.255.255.255'
@@ -560,7 +538,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
                     rh, Request(connect_timeout_url, extensions={'timeout': 0.01}))
                 assert 0.01 <= time.time() - now < 20
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_source_address(self, handler):
         source_address = f'127.0.0.{random.randint(5, 255)}'
         # on some systems these loopback addresses we need for testing may not be available
@@ -572,13 +549,13 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert source_address == data
 
     # Not supported by CurlCFFI
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests'], indirect=True)
+    @pytest.mark.skip_handler('CurlCFFI', 'not supported by curl-cffi')
     def test_gzip_trailing_garbage(self, handler):
         with handler() as rh:
             data = validate_and_send(rh, Request(f'http://localhost:{self.http_port}/trailing_garbage')).read().decode()
             assert data == '<html><video src="/vid.mp4" /></html>'
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests'], indirect=True)
+    @pytest.mark.skip_handler('CurlCFFI', 'not applicable to curl-cffi')
     @pytest.mark.skipif(not brotli, reason='brotli support is not installed')
     def test_brotli(self, handler):
         with handler() as rh:
@@ -589,7 +566,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert res.headers.get('Content-Encoding') == 'br'
             assert res.read() == b'<html><video src="/vid.mp4" /></html>'
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_deflate(self, handler):
         with handler() as rh:
             res = validate_and_send(
@@ -599,7 +575,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert res.headers.get('Content-Encoding') == 'deflate'
             assert res.read() == b'<html><video src="/vid.mp4" /></html>'
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_gzip(self, handler):
         with handler() as rh:
             res = validate_and_send(
@@ -609,7 +584,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert res.headers.get('Content-Encoding') == 'gzip'
             assert res.read() == b'<html><video src="/vid.mp4" /></html>'
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_multiple_encodings(self, handler):
         with handler() as rh:
             for pair in ('gzip,deflate', 'deflate, gzip', 'gzip, gzip', 'deflate, deflate'):
@@ -620,8 +594,7 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
                 assert res.headers.get('Content-Encoding') == pair
                 assert res.read() == b'<html><video src="/vid.mp4" /></html>'
 
-    # Not supported by curl_cffi
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests'], indirect=True)
+    @pytest.mark.skip_handler('CurlCFFI', 'not supported by curl-cffi')
     def test_unsupported_encoding(self, handler):
         with handler() as rh:
             res = validate_and_send(
@@ -631,7 +604,6 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert res.headers.get('Content-Encoding') == 'unsupported'
             assert res.read() == b'raw'
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_read(self, handler):
         with handler() as rh:
             res = validate_and_send(
@@ -642,83 +614,48 @@ class TestHTTPRequestHandler(TestRequestHandlerBase):
             assert res.read().decode().endswith('\n\n')
             assert res.read() == b''
 
+    def test_request_disable_proxy(self, handler):
+        for proxy_proto in handler._SUPPORTED_PROXY_SCHEMES or ['http']:
+            # Given the handler is configured with a proxy
+            with handler(proxies={'http': f'{proxy_proto}://10.255.255.255'}, timeout=5) as rh:
+                # When a proxy is explicitly set to None for the request
+                res = validate_and_send(
+                    rh, Request(f'http://127.0.0.1:{self.http_port}/headers', proxies={'http': None}))
+                # Then no proxy should be used
+                res.close()
+                assert res.status == 200
 
-class TestHTTPProxy(TestRequestHandlerBase):
-    # Note: this only tests http urls over non-CONNECT proxy
-    @classmethod
-    def setup_class(cls):
-        super().setup_class()
-        # HTTP Proxy server
-        cls.proxy = http.server.ThreadingHTTPServer(
-            ('127.0.0.1', 0), _build_proxy_handler('normal'))
-        cls.proxy_port = http_server_port(cls.proxy)
-        cls.proxy_thread = threading.Thread(target=cls.proxy.serve_forever)
-        cls.proxy_thread.daemon = True
-        cls.proxy_thread.start()
-
-        # Geo proxy server
-        cls.geo_proxy = http.server.ThreadingHTTPServer(
-            ('127.0.0.1', 0), _build_proxy_handler('geo'))
-        cls.geo_port = http_server_port(cls.geo_proxy)
-        cls.geo_proxy_thread = threading.Thread(target=cls.geo_proxy.serve_forever)
-        cls.geo_proxy_thread.daemon = True
-        cls.geo_proxy_thread.start()
-
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
-    def test_http_proxy(self, handler):
-        http_proxy = f'http://127.0.0.1:{self.proxy_port}'
-        geo_proxy = f'http://127.0.0.1:{self.geo_port}'
-
-        # Test global http proxy
-        # Test per request http proxy
-        # Test per request http proxy disables proxy
-        url = 'http://foo.com/bar'
-
-        # Global HTTP proxy
-        with handler(proxies={'http': http_proxy}) as rh:
-            res = validate_and_send(rh, Request(url)).read().decode()
-            assert res == f'normal: {url}'
-
-            # Per request proxy overrides global
-            res = validate_and_send(rh, Request(url, proxies={'http': geo_proxy})).read().decode()
-            assert res == f'geo: {url}'
-
-            # and setting to None disables all proxies for that request
-            real_url = f'http://127.0.0.1:{self.http_port}/headers'
-            res = validate_and_send(
-                rh, Request(real_url, proxies={'http': None})).read().decode()
-            assert res != f'normal: {real_url}'
-            assert 'Accept' in res
-
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
+    @pytest.mark.skip_handlers_if(
+        lambda _, handler: Features.NO_PROXY not in handler._SUPPORTED_FEATURES, 'handler does not support NO_PROXY')
     def test_noproxy(self, handler):
-        with handler(proxies={'proxy': f'http://127.0.0.1:{self.proxy_port}'}) as rh:
-            # NO_PROXY
-            for no_proxy in (f'127.0.0.1:{self.http_port}', '127.0.0.1', 'localhost'):
-                nop_response = validate_and_send(
-                    rh, Request(f'http://127.0.0.1:{self.http_port}/headers', proxies={'no': no_proxy})).read().decode(
-                    'utf-8')
-                assert 'Accept' in nop_response
-
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
+        for proxy_proto in handler._SUPPORTED_PROXY_SCHEMES or ['http']:
+            # Given the handler is configured with a proxy
+            with handler(proxies={'http': f'{proxy_proto}://10.255.255.255'}, timeout=5) as rh:
+                for no_proxy in (f'127.0.0.1:{self.http_port}', '127.0.0.1', 'localhost'):
+                    # When request no proxy includes the request url host
+                    nop_response = validate_and_send(
+                        rh, Request(f'http://127.0.0.1:{self.http_port}/headers', proxies={'no': no_proxy}))
+                    # Then the proxy should not be used
+                    assert nop_response.status == 200
+                    nop_response.close()
+
+    @pytest.mark.skip_handlers_if(
+        lambda _, handler: Features.ALL_PROXY not in handler._SUPPORTED_FEATURES, 'handler does not support ALL_PROXY')
     def test_allproxy(self, handler):
-        url = 'http://foo.com/bar'
-        with handler() as rh:
-            response = validate_and_send(rh, Request(url, proxies={'all': f'http://127.0.0.1:{self.proxy_port}'})).read().decode(
-                'utf-8')
-            assert response == f'normal: {url}'
+        # This is a bit of a hacky test, but it should be enough to check whether the handler is using the proxy.
+        # 0.1s might not be enough of a timeout if proxy is not used in all cases, but should still get failures.
+        with handler(proxies={'all': 'http://10.255.255.255'}, timeout=0.1) as rh:
+            with pytest.raises(TransportError):
+                validate_and_send(rh, Request(f'http://127.0.0.1:{self.http_port}/headers')).close()
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
-    def test_http_proxy_with_idn(self, handler):
-        with handler(proxies={
-            'http': f'http://127.0.0.1:{self.proxy_port}',
-        }) as rh:
-            url = 'http://中文.tw/'
-            response = rh.send(Request(url)).read().decode()
-            # b'xn--fiq228c' is '中文'.encode('idna')
-            assert response == 'normal: http://xn--fiq228c.tw/'
+        with handler(timeout=0.1) as rh:
+            with pytest.raises(TransportError):
+                validate_and_send(
+                    rh, Request(
+                        f'http://127.0.0.1:{self.http_port}/headers', proxies={'all': 'http://10.255.255.255'})).close()
 
 
+@pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
 class TestClientCertificate:
     @classmethod
     def setup_class(cls):
@@ -745,27 +682,23 @@ class TestClientCertificate:
         ) as rh:
             validate_and_send(rh, Request(f'https://127.0.0.1:{self.port}/video.html')).read().decode()
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_certificate_combined_nopass(self, handler):
         self._run_test(handler, client_cert={
             'client_certificate': os.path.join(self.certdir, 'clientwithkey.crt'),
         })
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_certificate_nocombined_nopass(self, handler):
         self._run_test(handler, client_cert={
             'client_certificate': os.path.join(self.certdir, 'client.crt'),
             'client_certificate_key': os.path.join(self.certdir, 'client.key'),
         })
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_certificate_combined_pass(self, handler):
         self._run_test(handler, client_cert={
             'client_certificate': os.path.join(self.certdir, 'clientwithencryptedkey.crt'),
             'client_certificate_password': 'foobar',
         })
 
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
     def test_certificate_nocombined_pass(self, handler):
         self._run_test(handler, client_cert={
             'client_certificate': os.path.join(self.certdir, 'client.crt'),
@@ -805,8 +738,8 @@ class TestRequestHandlerMisc:
         assert len(logging_handlers) == before_count
 
 
+@pytest.mark.parametrize('handler', ['Urllib'], indirect=True)
 class TestUrllibRequestHandler(TestRequestHandlerBase):
-    @pytest.mark.parametrize('handler', ['Urllib'], indirect=True)
     def test_file_urls(self, handler):
         # See https://github.com/ytdl-org/youtube-dl/issues/8227
         tf = tempfile.NamedTemporaryFile(delete=False)
@@ -828,7 +761,6 @@ class TestUrllibRequestHandler(TestRequestHandlerBase):
 
         os.unlink(tf.name)
 
-    @pytest.mark.parametrize('handler', ['Urllib'], indirect=True)
     def test_http_error_returns_content(self, handler):
         # urllib HTTPError will try close the underlying response if reference to the HTTPError object is lost
         def get_response():
@@ -841,7 +773,6 @@ class TestUrllibRequestHandler(TestRequestHandlerBase):
 
         assert get_response().read() == b'<html></html>'
 
-    @pytest.mark.parametrize('handler', ['Urllib'], indirect=True)
     def test_verify_cert_error_text(self, handler):
         # Check the output of the error message
         with handler() as rh:
@@ -851,7 +782,6 @@ class TestUrllibRequestHandler(TestRequestHandlerBase):
             ):
                 validate_and_send(rh, Request(f'https://127.0.0.1:{self.https_port}/headers'))
 
-    @pytest.mark.parametrize('handler', ['Urllib'], indirect=True)
     @pytest.mark.parametrize('req,match,version_check', [
         # https://github.com/python/cpython/blob/987b712b4aeeece336eed24fcc87a950a756c3e2/Lib/http/client.py#L1256
         # bpo-39603: Check implemented in 3.7.9+, 3.8.5+
@@ -1183,7 +1113,7 @@ class TestRequestHandlerValidation:
     ]
 
     PROXY_SCHEME_TESTS = [
-        # scheme, expected to fail
+        # proxy scheme, expected to fail
         ('Urllib', 'http', [
             ('http', False),
             ('https', UnsupportedRequest),
@@ -1209,30 +1139,41 @@ class TestRequestHandlerValidation:
             ('socks5', False),
             ('socks5h', False),
         ]),
+        ('Websockets', 'ws', [
+            ('http', False),
+            ('https', False),
+            ('socks4', False),
+            ('socks4a', False),
+            ('socks5', False),
+            ('socks5h', False),
+        ]),
         (NoCheckRH, 'http', [('http', False)]),
         (HTTPSupportedRH, 'http', [('http', UnsupportedRequest)]),
-        ('Websockets', 'ws', [('http', UnsupportedRequest)]),
         (NoCheckRH, 'http', [('http', False)]),
         (HTTPSupportedRH, 'http', [('http', UnsupportedRequest)]),
     ]
 
     PROXY_KEY_TESTS = [
-        # key, expected to fail
-        ('Urllib', [
-            ('all', False),
-            ('unrelated', False),
+        # proxy key, proxy scheme, expected to fail
+        ('Urllib', 'http', [
+            ('all', 'http', False),
+            ('unrelated', 'http', False),
         ]),
-        ('Requests', [
-            ('all', False),
-            ('unrelated', False),
+        ('Requests', 'http', [
+            ('all', 'http', False),
+            ('unrelated', 'http', False),
         ]),
-        ('CurlCFFI', [
-            ('all', False),
-            ('unrelated', False),
+        ('CurlCFFI', 'http', [
+            ('all', 'http', False),
+            ('unrelated', 'http', False),
+        ]),
+        ('Websockets', 'ws', [
+            ('all', 'socks5', False),
+            ('unrelated', 'socks5', False),
         ]),
-        (NoCheckRH, [('all', False)]),
-        (HTTPSupportedRH, [('all', UnsupportedRequest)]),
-        (HTTPSupportedRH, [('no', UnsupportedRequest)]),
+        (NoCheckRH, 'http', [('all', 'http', False)]),
+        (HTTPSupportedRH, 'http', [('all', 'http', UnsupportedRequest)]),
+        (HTTPSupportedRH, 'http', [('no', 'http', UnsupportedRequest)]),
     ]
 
     EXTENSION_TESTS = [
@@ -1274,28 +1215,54 @@ class TestRequestHandlerValidation:
         ]),
     ]
 
+    @pytest.mark.parametrize('handler,fail,scheme', [
+        ('Urllib', False, 'http'),
+        ('Requests', False, 'http'),
+        ('CurlCFFI', False, 'http'),
+        ('Websockets', False, 'ws')
+    ], indirect=['handler'])
+    def test_no_proxy(self, handler, fail, scheme):
+        run_validation(handler, fail, Request(f'{scheme}://example.com', proxies={'no': '127.0.0.1,github.com'}))
+        run_validation(handler, fail, Request(f'{scheme}://example.com'), proxies={'no': '127.0.0.1,github.com'})
+
+    @pytest.mark.parametrize('handler,scheme', [
+        ('Urllib', 'http'),
+        (HTTPSupportedRH, 'http'),
+        ('Requests', 'http'),
+        ('CurlCFFI', 'http'),
+        ('Websockets', 'ws')
+    ], indirect=['handler'])
+    def test_empty_proxy(self, handler, scheme):
+        run_validation(handler, False, Request(f'{scheme}://', proxies={scheme: None}))
+        run_validation(handler, False, Request(f'{scheme}://'), proxies={scheme: None})
+
+    @pytest.mark.parametrize('proxy_url', ['//example.com', 'example.com', '127.0.0.1', '/a/b/c'])
+    @pytest.mark.parametrize('handler,scheme', [
+        ('Urllib', 'http'),
+        (HTTPSupportedRH, 'http'),
+        ('Requests', 'http'),
+        ('CurlCFFI', 'http'),
+        ('Websockets', 'ws')
+    ], indirect=['handler'])
+    def test_invalid_proxy_url(self, handler, scheme, proxy_url):
+        run_validation(handler, UnsupportedRequest, Request(f'{scheme}://', proxies={scheme: proxy_url}))
+
     @pytest.mark.parametrize('handler,scheme,fail,handler_kwargs', [
         (handler_tests[0], scheme, fail, handler_kwargs)
         for handler_tests in URL_SCHEME_TESTS
         for scheme, fail, handler_kwargs in handler_tests[1]
-
     ], indirect=['handler'])
     def test_url_scheme(self, handler, scheme, fail, handler_kwargs):
         run_validation(handler, fail, Request(f'{scheme}://'), **(handler_kwargs or {}))
 
-    @pytest.mark.parametrize('handler,fail', [('Urllib', False), ('Requests', False), ('CurlCFFI', False)], indirect=['handler'])
-    def test_no_proxy(self, handler, fail):
-        run_validation(handler, fail, Request('http://', proxies={'no': '127.0.0.1,github.com'}))
-        run_validation(handler, fail, Request('http://'), proxies={'no': '127.0.0.1,github.com'})
-
-    @pytest.mark.parametrize('handler,proxy_key,fail', [
-        (handler_tests[0], proxy_key, fail)
+    @pytest.mark.parametrize('handler,scheme,proxy_key,proxy_scheme,fail', [
+        (handler_tests[0], handler_tests[1], proxy_key, proxy_scheme, fail)
         for handler_tests in PROXY_KEY_TESTS
-        for proxy_key, fail in handler_tests[1]
+        for proxy_key, proxy_scheme, fail in handler_tests[2]
     ], indirect=['handler'])
-    def test_proxy_key(self, handler, proxy_key, fail):
-        run_validation(handler, fail, Request('http://', proxies={proxy_key: 'http://example.com'}))
-        run_validation(handler, fail, Request('http://'), proxies={proxy_key: 'http://example.com'})
+    def test_proxy_key(self, handler, scheme, proxy_key, proxy_scheme, fail):
+        run_validation(handler, fail, Request(f'{scheme}://', proxies={proxy_key: f'{proxy_scheme}://example.com'}))
+        run_validation(handler, fail, Request(f'{scheme}://'), proxies={proxy_key: f'{proxy_scheme}://example.com'})
 
     @pytest.mark.parametrize('handler,req_scheme,scheme,fail', [
         (handler_tests[0], handler_tests[1], scheme, fail)
@@ -1306,16 +1273,6 @@ class TestRequestHandlerValidation:
         run_validation(handler, fail, Request(f'{req_scheme}://', proxies={req_scheme: f'{scheme}://example.com'}))
         run_validation(handler, fail, Request(f'{req_scheme}://'), proxies={req_scheme: f'{scheme}://example.com'})
 
-    @pytest.mark.parametrize('handler', ['Urllib', HTTPSupportedRH, 'Requests', 'CurlCFFI'], indirect=True)
-    def test_empty_proxy(self, handler):
-        run_validation(handler, False, Request('http://', proxies={'http': None}))
-        run_validation(handler, False, Request('http://'), proxies={'http': None})
-
-    @pytest.mark.parametrize('proxy_url', ['//example.com', 'example.com', '127.0.0.1', '/a/b/c'])
-    @pytest.mark.parametrize('handler', ['Urllib', 'Requests', 'CurlCFFI'], indirect=True)
-    def test_invalid_proxy_url(self, handler, proxy_url):
-        run_validation(handler, UnsupportedRequest, Request('http://', proxies={'http': proxy_url}))
-
     @pytest.mark.parametrize('handler,scheme,extensions,fail', [
         (handler_tests[0], handler_tests[1], extensions, fail)
         for handler_tests in EXTENSION_TESTS
diff --git a/test/test_socks.py b/test/test_socks.py
index 43d612d85..20237dc76 100644
--- a/test/test_socks.py
+++ b/test/test_socks.py
@@ -216,7 +216,9 @@ class SocksWebSocketTestRequestHandler(SocksTestRequestHandler):
         protocol = websockets.ServerProtocol()
         connection = websockets.sync.server.ServerConnection(socket=self.request, protocol=protocol, close_timeout=0)
         connection.handshake()
-        connection.send(json.dumps(self.socks_info))
+        for message in connection:
+            if message == 'socks_info':
+                connection.send(json.dumps(self.socks_info))
         connection.close()
 
 
diff --git a/test/test_websockets.py b/test/test_websockets.py
index b294b0932..bc9f2187a 100644
--- a/test/test_websockets.py
+++ b/test/test_websockets.py
@@ -7,6 +7,7 @@ import sys
 import pytest
 
 from test.helper import verify_address_availability
+from yt_dlp.networking.common import Features
 
 sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
 
@@ -18,7 +19,7 @@ import random
 import ssl
 import threading
 
-from yt_dlp import socks
+from yt_dlp import socks, traverse_obj
 from yt_dlp.cookies import YoutubeDLCookieJar
 from yt_dlp.dependencies import websockets
 from yt_dlp.networking import Request
@@ -114,6 +115,7 @@ def ws_validate_and_send(rh, req):
 
 
 @pytest.mark.skipif(not websockets, reason='websockets must be installed to test websocket request handlers')
+@pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
 class TestWebsSocketRequestHandlerConformance:
     @classmethod
     def setup_class(cls):
@@ -129,7 +131,6 @@ class TestWebsSocketRequestHandlerConformance:
         cls.mtls_wss_thread, cls.mtls_wss_port = create_mtls_wss_websocket_server()
         cls.mtls_wss_base_url = f'wss://127.0.0.1:{cls.mtls_wss_port}'
 
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     def test_basic_websockets(self, handler):
         with handler() as rh:
             ws = ws_validate_and_send(rh, Request(self.ws_base_url))
@@ -141,7 +142,6 @@ class TestWebsSocketRequestHandlerConformance:
 
     # https://www.rfc-editor.org/rfc/rfc6455.html#section-5.6
     @pytest.mark.parametrize('msg,opcode', [('str', 1), (b'bytes', 2)])
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     def test_send_types(self, handler, msg, opcode):
         with handler() as rh:
             ws = ws_validate_and_send(rh, Request(self.ws_base_url))
@@ -149,7 +149,6 @@ class TestWebsSocketRequestHandlerConformance:
             assert int(ws.recv()) == opcode
             ws.close()
 
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     def test_verify_cert(self, handler):
         with handler() as rh:
             with pytest.raises(CertificateVerifyError):
@@ -160,14 +159,12 @@ class TestWebsSocketRequestHandlerConformance:
             assert ws.status == 101
             ws.close()
 
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     def test_ssl_error(self, handler):
         with handler(verify=False) as rh:
             with pytest.raises(SSLError, match=r'ssl(?:v3|/tls) alert handshake failure') as exc_info:
                 ws_validate_and_send(rh, Request(self.bad_wss_host))
             assert not issubclass(exc_info.type, CertificateVerifyError)
 
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     @pytest.mark.parametrize('path,expected', [
         # Unicode characters should be encoded with uppercase percent-encoding
         ('/中文', '/%E4%B8%AD%E6%96%87'),
@@ -182,7 +179,6 @@ class TestWebsSocketRequestHandlerConformance:
             assert ws.status == 101
             ws.close()
 
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     def test_remove_dot_segments(self, handler):
         with handler() as rh:
             # This isn't a comprehensive test,
@@ -195,7 +191,6 @@ class TestWebsSocketRequestHandlerConformance:
 
     # We are restricted to known HTTP status codes in http.HTTPStatus
     # Redirects are not supported for websockets
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     @pytest.mark.parametrize('status', (200, 204, 301, 302, 303, 400, 500, 511))
     def test_raise_http_error(self, handler, status):
         with handler() as rh:
@@ -203,7 +198,6 @@ class TestWebsSocketRequestHandlerConformance:
                 ws_validate_and_send(rh, Request(f'{self.ws_base_url}/gen_{status}'))
             assert exc_info.value.status == status
 
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     @pytest.mark.parametrize('params,extensions', [
         ({'timeout': sys.float_info.min}, {}),
         ({}, {'timeout': sys.float_info.min}),
@@ -213,7 +207,6 @@ class TestWebsSocketRequestHandlerConformance:
             with pytest.raises(TransportError):
                 ws_validate_and_send(rh, Request(self.ws_base_url, extensions=extensions))
 
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     def test_cookies(self, handler):
         cookiejar = YoutubeDLCookieJar()
         cookiejar.set_cookie(http.cookiejar.Cookie(
@@ -239,7 +232,6 @@ class TestWebsSocketRequestHandlerConformance:
             assert json.loads(ws.recv())['cookie'] == 'test=ytdlp'
             ws.close()
 
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     def test_source_address(self, handler):
         source_address = f'127.0.0.{random.randint(5, 255)}'
         verify_address_availability(source_address)
@@ -249,7 +241,6 @@ class TestWebsSocketRequestHandlerConformance:
             assert source_address == ws.recv()
             ws.close()
 
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     def test_response_url(self, handler):
         with handler() as rh:
             url = f'{self.ws_base_url}/something'
@@ -257,7 +248,6 @@ class TestWebsSocketRequestHandlerConformance:
             assert ws.url == url
             ws.close()
 
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     def test_request_headers(self, handler):
         with handler(headers=HTTPHeaderDict({'test1': 'test', 'test2': 'test2'})) as rh:
             # Global Headers
@@ -293,7 +283,6 @@ class TestWebsSocketRequestHandlerConformance:
             'client_certificate_password': 'foobar',
         }
     ))
-    @pytest.mark.parametrize('handler', ['Websockets'], indirect=True)
     def test_mtls(self, handler, client_cert):
         with handler(
             # Disable client-side validation of unacceptable self-signed testcert.pem
@@ -303,6 +292,44 @@ class TestWebsSocketRequestHandlerConformance:
         ) as rh:
             ws_validate_and_send(rh, Request(self.mtls_wss_base_url)).close()
 
+    def test_request_disable_proxy(self, handler):
+        for proxy_proto in handler._SUPPORTED_PROXY_SCHEMES or ['ws']:
+            # Given handler is configured with a proxy
+            with handler(proxies={'ws': f'{proxy_proto}://10.255.255.255'}, timeout=5) as rh:
+                # When a proxy is explicitly set to None for the request
+                ws = ws_validate_and_send(rh, Request(self.ws_base_url, proxies={'http': None}))
+                # Then no proxy should be used
+                assert ws.status == 101
+                ws.close()
+
+    @pytest.mark.skip_handlers_if(
+        lambda _, handler: Features.NO_PROXY not in handler._SUPPORTED_FEATURES, 'handler does not support NO_PROXY')
+    def test_noproxy(self, handler):
+        for proxy_proto in handler._SUPPORTED_PROXY_SCHEMES or ['ws']:
+            # Given the handler is configured with a proxy
+            with handler(proxies={'ws': f'{proxy_proto}://10.255.255.255'}, timeout=5) as rh:
+                for no_proxy in (f'127.0.0.1:{self.ws_port}', '127.0.0.1', 'localhost'):
+                    # When request no proxy includes the request url host
+                    ws = ws_validate_and_send(rh, Request(self.ws_base_url, proxies={'no': no_proxy}))
+                    # Then the proxy should not be used
+                    assert ws.status == 101
+                    ws.close()
+
+    @pytest.mark.skip_handlers_if(
+        lambda _, handler: Features.ALL_PROXY not in handler._SUPPORTED_FEATURES, 'handler does not support ALL_PROXY')
+    def test_allproxy(self, handler):
+        supported_proto = traverse_obj(handler._SUPPORTED_PROXY_SCHEMES, 0, default='ws')
+        # This is a bit of a hacky test, but it should be enough to check whether the handler is using the proxy.
+        # 0.1s might not be enough of a timeout if proxy is not used in all cases, but should still get failures.
+        with handler(proxies={'all': f'{supported_proto}://10.255.255.255'}, timeout=0.1) as rh:
+            with pytest.raises(TransportError):
+                ws_validate_and_send(rh, Request(self.ws_base_url)).close()
+
+        with handler(timeout=0.1) as rh:
+            with pytest.raises(TransportError):
+                ws_validate_and_send(
+                    rh, Request(self.ws_base_url, proxies={'all': f'{supported_proto}://10.255.255.255'})).close()
+
 
 def create_fake_ws_connection(raised):
     import websockets.sync.client
diff --git a/yt_dlp/YoutubeDL.py b/yt_dlp/YoutubeDL.py
index 9f730d038..d9fed50ff 100644
--- a/yt_dlp/YoutubeDL.py
+++ b/yt_dlp/YoutubeDL.py
@@ -4140,15 +4140,15 @@ class YoutubeDL:
                         'Use --enable-file-urls to enable at your own risk.', cause=ue) from ue
                 if (
                     'unsupported proxy type: "https"' in ue.msg.lower()
-                    and 'requests' not in self._request_director.handlers
-                    and 'curl_cffi' not in self._request_director.handlers
+                    and 'Requests' not in self._request_director.handlers
+                    and 'CurlCFFI' not in self._request_director.handlers
                 ):
                     raise RequestError(
                         'To use an HTTPS proxy for this request, one of the following dependencies needs to be installed: requests, curl_cffi')
 
                 elif (
                     re.match(r'unsupported url scheme: "wss?"', ue.msg.lower())
-                    and 'websockets' not in self._request_director.handlers
+                    and 'Websockets' not in self._request_director.handlers
                 ):
                     raise RequestError(
                         'This request requires WebSocket support. '
diff --git a/yt_dlp/networking/_curlcffi.py b/yt_dlp/networking/_curlcffi.py
index 39d1f70fb..d2afce089 100644
--- a/yt_dlp/networking/_curlcffi.py
+++ b/yt_dlp/networking/_curlcffi.py
@@ -21,7 +21,7 @@ from .exceptions import (
     TransportError,
 )
 from .impersonate import ImpersonateRequestHandler, ImpersonateTarget
-from ..dependencies import curl_cffi
+from ..dependencies import curl_cffi, certifi
 from ..utils import int_or_none
 
 if curl_cffi is None:
@@ -156,6 +156,13 @@ class CurlCFFIRH(ImpersonateRequestHandler, InstanceStoreMixin):
                 # See: https://curl.se/libcurl/c/CURLOPT_HTTPPROXYTUNNEL.html
                 session.curl.setopt(CurlOpt.HTTPPROXYTUNNEL, 1)
 
+            # curl_cffi does not currently set these for proxies
+            session.curl.setopt(CurlOpt.PROXY_CAINFO, certifi.where())
+
+            if not self.verify:
+                session.curl.setopt(CurlOpt.PROXY_SSL_VERIFYPEER, 0)
+                session.curl.setopt(CurlOpt.PROXY_SSL_VERIFYHOST, 0)
+
         headers = self._get_impersonate_headers(request)
 
         if self._client_cert:
@@ -203,7 +210,10 @@ class CurlCFFIRH(ImpersonateRequestHandler, InstanceStoreMixin):
                 max_redirects_exceeded = True
                 curl_response = e.response
 
-            elif e.code == CurlECode.PROXY:
+            elif (
+                e.code == CurlECode.PROXY
+                or (e.code == CurlECode.RECV_ERROR and 'Received HTTP code 407 from proxy after CONNECT' in str(e))
+            ):
                 raise ProxyError(cause=e) from e
             else:
                 raise TransportError(cause=e) from e
diff --git a/yt_dlp/networking/_websockets.py b/yt_dlp/networking/_websockets.py
index 6e235b0c6..ab75b2868 100644
--- a/yt_dlp/networking/_websockets.py
+++ b/yt_dlp/networking/_websockets.py
@@ -1,10 +1,13 @@
 from __future__ import annotations
 
+import base64
 import contextlib
 import io
 import logging
 import ssl
 import sys
+import urllib.parse
+from http.client import HTTPConnection, HTTPResponse
 
 from ._helper import (
     create_connection,
@@ -20,12 +23,14 @@ from .exceptions import (
     RequestError,
     SSLError,
     TransportError,
+    UnsupportedRequest,
 )
 from .websocket import WebSocketRequestHandler, WebSocketResponse
 from ..compat import functools
-from ..dependencies import websockets
+from ..dependencies import urllib3, websockets
 from ..socks import ProxyError as SocksProxyError
 from ..utils import int_or_none
+from ..utils.networking import HTTPHeaderDict
 
 if not websockets:
     raise ImportError('websockets is not installed')
@@ -36,6 +41,11 @@ websockets_version = tuple(map(int_or_none, websockets.version.version.split('.'
 if websockets_version < (12, 0):
     raise ImportError('Only websockets>=12.0 is supported')
 
+urllib3_supported = False
+urllib3_version = tuple(int_or_none(x, default=0) for x in urllib3.__version__.split('.')) if urllib3 else None
+if urllib3_version and urllib3_version >= (1, 26, 17):
+    urllib3_supported = True
+
 import websockets.sync.client
 from websockets.uri import parse_uri
 
@@ -98,7 +108,7 @@ class WebsocketsRH(WebSocketRequestHandler):
     https://github.com/python-websockets/websockets
     """
     _SUPPORTED_URL_SCHEMES = ('wss', 'ws')
-    _SUPPORTED_PROXY_SCHEMES = ('socks4', 'socks4a', 'socks5', 'socks5h')
+    _SUPPORTED_PROXY_SCHEMES = ('socks4', 'socks4a', 'socks5', 'socks5h', 'http', 'https')
     _SUPPORTED_FEATURES = (Features.ALL_PROXY, Features.NO_PROXY)
     RH_NAME = 'websockets'
 
@@ -108,12 +118,23 @@ class WebsocketsRH(WebSocketRequestHandler):
         for name in ('websockets.client', 'websockets.server'):
             logger = logging.getLogger(name)
             handler = logging.StreamHandler(stream=sys.stdout)
-            handler.setFormatter(logging.Formatter(f'{self.RH_NAME}: %(message)s'))
+            handler.setFormatter(logging.Formatter(f'{self.RH_NAME}: [{name}] %(message)s'))
             self.__logging_handlers[name] = handler
             logger.addHandler(handler)
             if self.verbose:
                 logger.setLevel(logging.DEBUG)
 
+    def _validate(self, request):
+        super()._validate(request)
+        proxy = select_proxy(request.url, self._get_proxies(request))
+        if (
+            proxy
+            and urllib.parse.urlparse(proxy).scheme.lower() == 'https'
+            and urllib.parse.urlparse(request.url).scheme.lower() == 'wss'
+            and not urllib3_supported
+        ):
+            raise UnsupportedRequest('WSS over HTTPS proxies requires a supported version of urllib3')
+
     def _check_extensions(self, extensions):
         super()._check_extensions(extensions)
         extensions.pop('timeout', None)
@@ -125,6 +146,38 @@ class WebsocketsRH(WebSocketRequestHandler):
         for name, handler in self.__logging_handlers.items():
             logging.getLogger(name).removeHandler(handler)
 
+    def _make_sock(self, proxy, url, timeout):
+        create_conn_kwargs = {
+            'source_address': (self.source_address, 0) if self.source_address else None,
+            'timeout': timeout
+        }
+        parsed_url = parse_uri(url)
+        parsed_proxy_url = urllib.parse.urlparse(proxy)
+        if proxy:
+            if parsed_proxy_url.scheme.startswith('socks'):
+                socks_proxy_options = make_socks_proxy_opts(proxy)
+                return create_connection(
+                    address=(socks_proxy_options['addr'], socks_proxy_options['port']),
+                    _create_socket_func=functools.partial(
+                        create_socks_proxy_socket, (parsed_url.host, parsed_url.port), socks_proxy_options),
+                    **create_conn_kwargs
+                )
+
+            elif parsed_proxy_url.scheme in ('http', 'https'):
+                return create_http_connect_conn(
+                    proxy_url=proxy,
+                    url=url,
+                    timeout=timeout,
+                    ssl_context=self._make_sslcontext() if parsed_proxy_url.scheme == 'https' else None,
+                    source_address=self.source_address,
+                    username=parsed_proxy_url.username,
+                    password=parsed_proxy_url.password,
+                )
+        return create_connection(
+            address=(parsed_url.host, parsed_url.port),
+            **create_conn_kwargs
+        )
+
     def _send(self, request):
         timeout = self._calculate_timeout(request)
         headers = self._merge_headers(request.headers)
@@ -134,33 +187,22 @@ class WebsocketsRH(WebSocketRequestHandler):
             if cookie_header:
                 headers['cookie'] = cookie_header
 
-        wsuri = parse_uri(request.url)
-        create_conn_kwargs = {
-            'source_address': (self.source_address, 0) if self.source_address else None,
-            'timeout': timeout
-        }
         proxy = select_proxy(request.url, self._get_proxies(request))
-        try:
-            if proxy:
-                socks_proxy_options = make_socks_proxy_opts(proxy)
-                sock = create_connection(
-                    address=(socks_proxy_options['addr'], socks_proxy_options['port']),
-                    _create_socket_func=functools.partial(
-                        create_socks_proxy_socket, (wsuri.host, wsuri.port), socks_proxy_options),
-                    **create_conn_kwargs
-                )
+
+        ssl_context = None
+        if parse_uri(request.url).secure:
+            if WebsocketsSSLContext is not None:
+                ssl_context = WebsocketsSSLContext(self._make_sslcontext())
             else:
-                sock = create_connection(
-                    address=(wsuri.host, wsuri.port),
-                    **create_conn_kwargs
-                )
+                ssl_context = self._make_sslcontext()
+        try:
             conn = websockets.sync.client.connect(
-                sock=sock,
+                sock=self._make_sock(proxy, request.url, timeout),
                 uri=request.url,
                 additional_headers=headers,
                 open_timeout=timeout,
                 user_agent_header=None,
-                ssl_context=self._make_sslcontext() if wsuri.secure else None,
+                ssl_context=ssl_context,
                 close_timeout=0,  # not ideal, but prevents yt-dlp hanging
             )
             return WebsocketsResponseAdapter(conn, url=request.url)
@@ -185,3 +227,98 @@ class WebsocketsRH(WebSocketRequestHandler):
             ) from e
         except (OSError, TimeoutError, websockets.exceptions.WebSocketException) as e:
             raise TransportError(cause=e) from e
+
+
+class NoCloseHTTPResponse(HTTPResponse):
+    def begin(self):
+        super().begin()
+        # Revert the default behavior of closing the connection after reading the response
+        if not self._check_close() and not self.chunked and self.length is None:
+            self.will_close = False
+
+
+if urllib3_supported:
+    from urllib3.util.ssltransport import SSLTransport
+
+    class WebsocketsSSLTransport(SSLTransport):
+        """
+        Modified version of urllib3 SSLTransport to support additional operations used by websockets
+        """
+        def setsockopt(self, *args, **kwargs):
+            self.socket.setsockopt(*args, **kwargs)
+
+        def shutdown(self, *args, **kwargs):
+            self.unwrap()
+            self.socket.shutdown(*args, **kwargs)
+else:
+    WebsocketsSSLTransport = None
+
+
+class WebsocketsSSLContext:
+    """
+    Dummy SSL Context for websockets which returns a WebsocketsSSLTransport instance
+    for wrap socket when using TLS-in-TLS.
+    """
+    def __init__(self, ssl_context: ssl.SSLContext):
+        self.ssl_context = ssl_context
+
+    def wrap_socket(self, sock, server_hostname=None):
+        if isinstance(sock, ssl.SSLSocket):
+            return WebsocketsSSLTransport(sock, self.ssl_context, server_hostname=server_hostname)
+        return self.ssl_context.wrap_socket(sock, server_hostname=server_hostname)
+
+
+def create_http_connect_conn(
+    proxy_url,
+    url,
+    timeout=None,
+    ssl_context=None,
+    source_address=None,
+    username=None,
+    password=None,
+):
+
+    proxy_headers = HTTPHeaderDict()
+
+    if username is not None or password is not None:
+        proxy_headers['Proxy-Authorization'] = 'Basic ' + base64.b64encode(
+            f'{username or ""}:{password or ""}'.encode('utf-8')).decode('utf-8')
+
+    proxy_url_parsed = urllib.parse.urlparse(proxy_url)
+    request_url_parsed = parse_uri(url)
+
+    conn = HTTPConnection(proxy_url_parsed.hostname, port=proxy_url_parsed.port, timeout=timeout)
+    conn.response_class = NoCloseHTTPResponse
+
+    if hasattr(conn, '_create_connection'):
+        conn._create_connection = create_connection
+
+    if source_address is not None:
+        conn.source_address = (source_address, 0)
+
+    try:
+        conn.connect()
+        if ssl_context:
+            conn.sock = ssl_context.wrap_socket(conn.sock, server_hostname=proxy_url_parsed.hostname)
+        conn.request(
+            method='CONNECT',
+            url=f'{request_url_parsed.host}:{request_url_parsed.port}',
+            headers=proxy_headers)
+        response = conn.getresponse()
+    except OSError as e:
+        conn.close()
+        raise ProxyError('Unable to connect to proxy', cause=e) from e
+
+    if response.status == 200:
+        return conn.sock
+    elif response.status == 407:
+        conn.close()
+        raise ProxyError('Got HTTP Error 407 with CONNECT: Proxy Authentication Required')
+    else:
+        conn.close()
+        res_adapter = Response(
+            fp=io.BytesIO(b''),
+            url=proxy_url, headers=response.headers,
+            status=response.status,
+            reason=response.reason)
+        raise HTTPError(response=res_adapter)
diff --git a/yt_dlp/networking/websocket.py b/yt_dlp/networking/websocket.py
index 0e7e73c9e..d407cadad 100644
--- a/yt_dlp/networking/websocket.py
+++ b/yt_dlp/networking/websocket.py
@@ -1,8 +1,9 @@
 from __future__ import annotations
 
 import abc
+import urllib.parse
 
-from .common import RequestHandler, Response
+from .common import RequestHandler, Response, register_preference
 
 
 class WebSocketResponse(Response):
@@ -21,3 +22,10 @@ class WebSocketResponse(Response):
 
 class WebSocketRequestHandler(RequestHandler, abc.ABC):
     pass
+
+
+@register_preference(WebSocketRequestHandler)
+def websocket_preference(_, request):
+    if urllib.parse.urlparse(request.url).scheme in ('ws', 'wss'):
+        return 200
+    return 0