At least for the proxy I'm using within our intranet, HTTP connections to external servers (like the Insta Demo CA) work fine, but on HTTPS connection attempts to any TLS servers I get:
2147483704:error:140E0197:SSL routines:SSL_shutdown:shutdown while in init:ssl/ssl_lib.c:1880:
2147483704:error:350A2089:CMP routines:CMP_PKIMESSAGE_http_perform:failed to receive pkimessage:crypto/cmp/cmp_http.c:389::SSL routines:SSL_shutdown:shutdown while in init