I verified the patch and this indeed corrects a nasty bug in sending a wrong header when doing it a lower level HTTPSConnection to proxy and set_tunnel (bad term) to the end host..I was worried as why we did not observe this earlier and it seems to me that the advertised way to do HTTPS CONNECT is via Proxy Handler or urllib.request and when doing it via a ProxyHandler, these wierdly named action (set_tunnel) happen underneath, but the skip_hosts bit is set as we got headers from the higher level method. and the host header is carried transparently to the tunnel connection request and thus we escaped this. 

The patch fixes the problem and cleans up a bit. Thanks for that , Nikolaus.

This code (http/client.py) will require more attention beyond this bug too.