Got ssl.SSLEOFError when working behind a vpn

Hi guys

I m working behind a vpn and trying to use requests, but I keep getting `ssl.SSLEOFError: EOF occurred in violation of protocol (_ssl.c:1123)`. Once I turned down the vpn it worked as excepted. Is there any way to work around this issue?

### Example

```
import requests

requests.get('https://www.google.com')
```

### Result

```
Traceback (most recent call last):
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\urllib3\connectionpool.py", line 700, in urlopen
    self._prepare_proxy(conn)
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\urllib3\connectionpool.py", line 994, in _prepare_proxy
    conn.connect()
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\urllib3\connection.py", line 364, in connect
    conn = self._connect_tls_proxy(hostname, conn)
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\urllib3\connection.py", line 501, in _connect_tls_proxy
    socket = ssl_wrap_socket(
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\urllib3\util\ssl_.py", line 453, in ssl_wrap_socket
    ssl_sock = _ssl_wrap_socket_impl(sock, context, tls_in_tls)
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\urllib3\util\ssl_.py", line 495, in _ssl_wrap_socket_impl
    return ssl_context.wrap_socket(sock)
  File "D:\Programming\Python\Python39\lib\ssl.py", line 500, in wrap_socket
    return self.sslsocket_class._create(
  File "D:\Programming\Python\Python39\lib\ssl.py", line 1040, in _create
    self.do_handshake()
  File "D:\Programming\Python\Python39\lib\ssl.py", line 1309, in do_handshake
    self._sslobj.do_handshake()
ssl.SSLEOFError: EOF occurred in violation of protocol (_ssl.c:1123)

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\requests\adapters.py", line 440, in send
    resp = conn.urlopen(
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\urllib3\connectionpool.py", line 785, in urlopen
    retries = retries.increment(
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\urllib3\util\retry.py", line 592, in increment
    raise MaxRetryError(_pool, url, error or ResponseError(cause))
urllib3.exceptions.MaxRetryError: HTTPSConnectionPool(host='www.google.com', port=443): Max retries exceeded with url: / (Caused by SSLError(SSLEOFError(8, 'EOF occurred in violation of protocol (_ssl.c:1123)')))

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "D:\Programming\Projects\Python\Scripts\crawling\util.py", line 197, in <module>
    main()
  File "D:\Programming\Projects\Python\Scripts\crawling\util.py", line 189, in main
    requests.get('https://www.google.com')
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\requests\api.py", line 75, in get
    return request('get', url, params=params, **kwargs)
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\requests\api.py", line 61, in request
    return session.request(method=method, url=url, **kwargs)
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\requests\sessions.py", line 529, in request
    resp = self.send(prep, **send_kwargs)
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\requests\sessions.py", line 645, in send
    r = adapter.send(request, **kwargs)
  File "D:\Programming\Projects\Python\Scripts\venv\lib\site-packages\requests\adapters.py", line 517, in send
    raise SSLError(e, request=request)
requests.exceptions.SSLError: HTTPSConnectionPool(host='www.google.com', port=443): Max retries exceeded with url: / (Caused by SSLError(SSLEOFError(8, 'EOF occurred in violation of protocol (_ssl.c:1123)')))
```

Hi there! Thanks for opening this issue. Unfortunately, it seems this is a request for help instead of a report of a defect in the project. Please use [StackOverflow](https://stackoverflow.com) for general usage questions instead and only report defects here.

Your proxy is messing with TCP state in violation of the specification, we can't fix this for you.

Alright thanks anyway.