in reply to LWP::UserAgent on cygwin and Microsoft Proxy

You could try forcing HTTP/1.0 by setting the environment variable PERL_LWP_USE_HTTP_10. If you set it in your program, you must do it early, i.e.:
BEGIN {$ENV{PERL_LWP_USE_HTTP_10} = 1; }
before any of your 'use' statements.

I don't have any reason to think that this will help, but it's worth a try.