(sorry about malformed comment)

Tried LWP::Protocol::connect to get over this problem:

$userAgent->proxy('https',"connect://my-proxy:8080/");

500 Bad arg length for Socket6::unpack_sockaddr_in6, length is 16, sho
+uld be 28
Content-Type: text/plain
Client-Date: Wed, 16 Oct 2013 15:46:07 GMT
Client-Warning: Internal response
[download]

Bad arg length for Socket6::unpack_sockaddr_in6, length is 16, should be 28 at /usr/lib/perl5/Socket6.pm line 282, <> line 1.