Also, you may have to set the Environment variables for the proxy.

For proxying web requests, like with LWP::UserAgent->proxy(), or lwp-r
+equest -p ..., you need to set an environment variable HTTPS_PROXY to
+ your proxy server & port, as in: 

  # PROXY SUPPORT
  $ENV{HTTPS_PROXY} = 'http://proxy_hostname_or_ip:port';
  $ENV{HTTPS_PROXY} = '127.0.0.1:8080';


Use of the HTTPS_PROXY environment variable in this way is compatible 
+with LWP::UserAgent->env_proxy() usage. 

If we could find the current LWP object executing while in Net::SSL co
+ntext, then we could support proxy() method too, but it does not seem
+ feasible to do so at this time. 

Basic auth credentials to the proxy server can be provided this way: 

  # PROXY_BASIC_AUTH
  $ENV{HTTPS_PROXY_USERNAME} = 'username';
  $ENV{HTTPS_PROXY_PASSWORD} = 'password';
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