Repository: yt-dlp
Issue: When using HTTPS proxy: Following dependencies needs to be installed: requests
Labels: enhancement,core:networking

### DO NOT REMOVE OR SKIP THE ISSUE TEMPLATE

- [X] I understand that I will be **blocked** if I *intentionally* remove or skip any mandatory\* field

### Checklist

- [X] I'm reporting a bug unrelated to a specific site
- [X] I've verified that I have **updated yt-dlp to nightly or master** ([update instructions](https://github.com/yt-dlp/yt-dlp#update-channels))
- [X] I've checked that all provided URLs are playable in a browser with the same IP and same login details
- [X] I've checked that all URLs and arguments with special characters are [properly quoted or escaped](https://github.com/yt-dlp/yt-dlp/wiki/FAQ#video-url-contains-an-ampersand--and-im-getting-some-strange-output-1-2839-or-v-is-not-recognized-as-an-internal-or-external-command)
- [X] I've searched [known issues](https://github.com/yt-dlp/yt-dlp/issues/3766) and the [bugtracker](https://github.com/yt-dlp/yt-dlp/issues?q=) for similar issues **including closed ones**. DO NOT post duplicates
- [X] I've read the [guidelines for opening an issue](https://github.com/yt-dlp/yt-dlp/blob/master/CONTRIBUTING.md#opening-an-issue)

### Provide a description that is worded well enough to be understood

Download newest binary (linux, Ubuntu 22.04.3 LTS) https://github.com/yt-dlp/yt-dlp/releases/download/2023.11.14/yt-dlp

Try to download any video using `--proxy https://...`, and you get `To use an HTTPS proxy for this request, one of the following dependencies needs to be installed: requests` error message

```
$ yt-dlp --proxy "https://user@some.address:port" https://www.youtube.com/watch?v=AnqUoAEg6f4
[youtube] Extracting URL: https://www.youtube.com/watch?v=AnqUoAEg6f4
[youtube] AnqUoAEg6f4: Downloading webpage
ERROR: To use an HTTPS proxy for this request, one of the following dependencies needs to be installed: requests
```

Does not work when updated to master too `$ yt-dlp --update-to master`
python3-requests is installed and in newest version
```
$ apt search python3-requests
...
python3-requests/jammy-updates,jammy-updates,jammy-security,jammy-security,now 2.25.1+dfsg-2ubuntu0.1 all [installed]
  elegant and simple HTTP library for Python3, built for human beings
```

### Provide verbose output that clearly demonstrates the problem

- [X] Run **your** yt-dlp command with **-vU** flag added (`yt-dlp -vU <your command line>`)
- [ ] If using API, add `'verbose': True` to `YoutubeDL` params instead
- [X] Copy the WHOLE output (starting with `[debug] Command-line config`) and insert it below

### Complete Verbose Output

```shell
[debug] Command-line config: ['-vU', '--proxy', 'https://user@some.address:port', 'https://www.youtube.com/watch?v=AnqUoAEg6f4']
[debug] Encodings: locale UTF-8, fs utf-8, pref UTF-8, out utf-8, error utf-8, screen utf-8
[debug] yt-dlp version master@2023.11.20.080427 from yt-dlp/yt-dlp-master-builds [ccfd70f4c] (zip)
[debug] Python 3.10.12 (CPython x86_64 64bit) - Linux-6.2.0-36-generic-x86_64-with-glibc2.35 (OpenSSL 3.0.2 15 Mar 2022, glibc 2.35)
[debug] exe versions: ffmpeg 4.4.2 (setts), ffprobe 4.4.2
[debug] Optional libraries: certifi-2020.06.20, requests-2.25.1, secretstorage-3.3.1, sqlite3-3.37.2, urllib3-1.26.5
[debug] Proxy map: {'all': 'https://user@some.address:port'}
[debug] Request Handlers: urllib
[debug] Loaded 1915 extractors
[debug] Fetching release info: https://api.github.com/repos/yt-dlp/yt-dlp-master-builds/releases/latest
Traceback (most recent call last):
  File "/home/jakub/bin/yt-dlp/yt_dlp/YoutubeDL.py", line 4052, in urlopen
    return self._request_director.send(req)
  File "/home/jakub/bin/yt-dlp/yt_dlp/networking/common.py", line 127, in send
    raise NoSupportingHandlers(unsupported_errors, unexpected_errors)
yt_dlp.networking.exceptions.NoSupportingHandlers: Unable to handle request: Unsupported proxy type: "https" (urllib)

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/home/jakub/bin/yt-dlp/yt_dlp/__init__.py", line 970, in _real_main
    if opts.update_self and updater.update() and actual_use:
  File "/home/jakub/bin/yt-dlp/yt_dlp/update.py", line 433, in update
    update_info = self.query_update(_output=True)
  File "/home/jakub/bin/yt-dlp/yt_dlp/update.py", line 359, in query_update
    requested_version, target_commitish = self._get_version_info(self.requested_tag)
  File "/home/jakub/bin/yt-dlp/yt_dlp/update.py", line 281, in _get_version_info
    api_info = self._call_api(tag)
  File "/home/jakub/bin/yt-dlp/yt_dlp/update.py", line 271, in _call_api
    return json.loads(self.ydl.urlopen(Request(url, headers={
  File "/home/jakub/bin/yt-dlp/yt_dlp/YoutubeDL.py", line 4063, in urlopen
    raise RequestError(
yt_dlp.networking.exceptions.RequestError: To use an HTTPS proxy for this request, one of the following dependencies needs to be installed: requests
[youtube] Extracting URL: https://www.youtube.com/watch?v=AnqUoAEg6f4
[youtube] AnqUoAEg6f4: Downloading webpage
ERROR: To use an HTTPS proxy for this request, one of the following dependencies needs to be installed: requests
Traceback (most recent call last):
  File "/home/jakub/bin/yt-dlp/yt_dlp/YoutubeDL.py", line 4052, in urlopen
    return self._request_director.send(req)
  File "/home/jakub/bin/yt-dlp/yt_dlp/networking/common.py", line 127, in send
    raise NoSupportingHandlers(unsupported_errors, unexpected_errors)
yt_dlp.networking.exceptions.NoSupportingHandlers: Unable to handle request: Unsupported proxy type: "https" (urllib)

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/home/jakub/bin/yt-dlp/yt_dlp/YoutubeDL.py", line 1567, in wrapper
    return func(self, *args, **kwargs)
  File "/home/jakub/bin/yt-dlp/yt_dlp/YoutubeDL.py", line 1702, in __extract_info
    ie_result = ie.extract(url)
  File "/home/jakub/bin/yt-dlp/yt_dlp/extractor/common.py", line 715, in extract
    ie_result = self._real_extract(url)
  File "/home/jakub/bin/yt-dlp/yt_dlp/extractor/youtube.py", line 4073, in _real_extract
    webpage, master_ytcfg, player_responses, player_url = self._download_player_responses(url, smuggled_data, video_id, webpage_url)
  File "/home/jakub/bin/yt-dlp/yt_dlp/extractor/youtube.py", line 4032, in _download_player_responses
    webpage = self._download_webpage(
  File "/home/jakub/bin/yt-dlp/yt_dlp/extractor/common.py", line 1118, in _download_webpage
    return self.__download_webpage(url_or_request, video_id, note, errnote, None, fatal, *args, **kwargs)
  File "/home/jakub/bin/yt-dlp/yt_dlp/extractor/common.py", line 1069, in download_content
    res = getattr(self, download_handle.__name__)(url_or_request, video_id, **kwargs)
  File "/home/jakub/bin/yt-dlp/yt_dlp/extractor/common.py", line 903, in _download_webpage_handle
    urlh = self._request_webpage(url_or_request, video_id, note, errnote, fatal, data=data, headers=headers, query=query, expected_status=expected_status)
  File "/home/jakub/bin/yt-dlp/yt_dlp/extractor/common.py", line 847, in _request_webpage
    return self._downloader.urlopen(self._create_request(url_or_request, data, headers, query))
  File "/home/jakub/bin/yt-dlp/yt_dlp/YoutubeDL.py", line 4063, in urlopen
    raise RequestError(
yt_dlp.networking.exceptions.RequestError: To use an HTTPS proxy for this request, one of the following dependencies needs to be installed: requests
```