The problem is that this proxy server isn't 100% reliable and this script needs to get on with life if the proxy isn't responding.
It might help if you could characterize what "isn't 100% reliable" means in your situation. Does the proxy box go down? Does it refuse connections? Does the proxy server accept connections and then hang?
You'll probably use the same strategy (setting 'timeout' when creating an LWP::UserAgent) to deal with most of these.
I've looked through the documentation for the various LWP modules but I don't see anything about how it handles broken proxies.
Read the code. At a low-level, it doesn't matter whether there's a proxy there or not. A request is make, and it either succeeds (possibly returning an HTTP-level error) or fails by timing out. The request may be structured for a proxy, which will forward the request, but the forwarding is beyond the client's (LWP's) visibility.
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