On Windows you can only set a "host:port" http proxy as system proxy.
```
PS > Get-ItemProperty -Path 'HKCU:\Software\Microsoft\Windows\CurrentVersion\Internet Settings' | findstr ProxyServer
ProxyServer              : 127.0.0.1:7890
```

But in Python, it assumes that this proxy supports both http and https on the same port:

```
>>> import urllib
>>> urllib.request.getproxies()
{'http': 'http://127.0.0.1:7890', 'https': 'https://127.0.0.1:7890', 'ftp': 'ftp://127.0.0.1:7890'}
```

On Python 3.8.x it works but on 3.9.x it keeps failing to handshake on https traffic.

3.8.x:

```
> .\python38.exe
Python 3.8.3 (tags/v3.8.3:6f8c832, May 13 2020, 22:37:02) [MSC v.1924 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import urllib, requests
>>> urllib.request.getproxies()
{'http': 'http://127.0.0.1:7890', 'https': 'https://127.0.0.1:7890', 'ftp': 'ftp://127.0.0.1:7890'}
>>> requests.get("http://www.google.com")
<Response [200]>
>>> requests.get("https://www.google.com")
<Response [200]>
```

```
> python3
Python 3.9.1 (tags/v3.9.1:1e5d33e, Dec  7 2020, 17:08:21) [MSC v.1927 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import urllib, requests
>>> urllib.request.getproxies()
{'http': 'http://127.0.0.1:7890', 'https': 'https://127.0.0.1:7890', 'ftp': 'ftp://127.0.0.1:7890'}
>>> requests.get("http://www.google.com")
<Response [200]>
>>> requests.get("https://www.google.com")
Traceback (most recent call last):
  File "C:\Python39\lib\site-packages\urllib3\connectionpool.py", line 696, in urlopen
    self._prepare_proxy(conn)
  File "C:\Python39\lib\site-packages\urllib3\connectionpool.py", line 964, in _prepare_proxy
    conn.connect()
  File "C:\Python39\lib\site-packages\urllib3\connection.py", line 359, in connect
    conn = self._connect_tls_proxy(hostname, conn)
  File "C:\Python39\lib\site-packages\urllib3\connection.py", line 496, in _connect_tls_proxy
    return ssl_wrap_socket(
  File "C:\Python39\lib\site-packages\urllib3\util\ssl_.py", line 432, in ssl_wrap_socket
    ssl_sock = _ssl_wrap_socket_impl(sock, context, tls_in_tls)
  File "C:\Python39\lib\site-packages\urllib3\util\ssl_.py", line 474, in _ssl_wrap_socket_impl
    return ssl_context.wrap_socket(sock)
  File "C:\Python39\lib\ssl.py", line 500, in wrap_socket
    return self.sslsocket_class._create(
  File "C:\Python39\lib\ssl.py", line 1040, in _create
    self.do_handshake()
  File "C:\Python39\lib\ssl.py", line 1309, in do_handshake
    self._sslobj.do_handshake()
ssl.SSLEOFError: EOF occurred in violation of protocol (_ssl.c:1123)

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "C:\Python39\lib\site-packages\requests\adapters.py", line 439, in send
    resp = conn.urlopen(
  File "C:\Python39\lib\site-packages\urllib3\connectionpool.py", line 755, in urlopen
    retries = retries.increment(
  File "C:\Python39\lib\site-packages\urllib3\util\retry.py", line 573, in increment
    raise MaxRetryError(_pool, url, error or ResponseError(cause))
urllib3.exceptions.MaxRetryError: HTTPSConnectionPool(host='www.google.com', port=443): Max retries exceeded with url: / (Caused by SSLError(SSLEOFError(8, 'EOF occurred in violation of protocol (_ssl.c:1123)')))

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:\Python39\lib\site-packages\requests\api.py", line 76, in get
    return request('get', url, params=params, **kwargs)
  File "C:\Python39\lib\site-packages\requests\api.py", line 61, in request
    return session.request(method=method, url=url, **kwargs)
  File "C:\Python39\lib\site-packages\requests\sessions.py", line 542, in request
    resp = self.send(prep, **send_kwargs)
  File "C:\Python39\lib\site-packages\requests\sessions.py", line 655, in send
    r = adapter.send(request, **kwargs)
  File "C:\Python39\lib\site-packages\requests\adapters.py", line 514, in send
    raise SSLError(e, request=request)
requests.exceptions.SSLError: HTTPSConnectionPool(host='www.google.com', port=443): Max retries exceeded with url: / (Caused by SSLError(SSLEOFError(8, 'EOF occurred in violation of protocol (_ssl.c:1123)')))
```

requests is a third-party library that has no obligation to use urllib's functionality.

If you can show the same behaviour with urllib alone, we can treat it as an issue here. Otherwise, you'll need to report it to requests.

Oh sorry I forgot requests is a third party library.