Khaosx/urllib3 — comment on commit 2a95eb3144652d529d73931bbebe1454a6036a02
File: urllib3/connectionpool.py line 263
By Khaosx:

This is specific for setting the tunnel. You ask the proxy to CONNECT to the host and port, then send the rest of the url (the path) through the tunnel. I believe you can send the whole url instead of the path. However, it is my understanding that this is the appropriate way to make a request through a tunnel.