`url-retrieve' for https behind proxy: 400 bad request

[Andrew Savonichev <andrew.savonichev@gmail.com>]

Hi,

I use GNU/Emacs behind the http proxy with no user authorization, and
seems `url-retrieve' does not work correctly with the proxy-server -
error "400 Bad Request" for any https url.

Environment variables (http_proxy and https_proxy) are correctly set
and other tools except the emacs work fine: tried curl and wget.

I've compared url-retrieve and curl requests to the proxy-server
and there is a difference:
curl does CONNECT followed by GET, while url-retrieve use a direct
GET request.

curl (works fine):
  CONNECT www.google.com:443 HTTP/1.1
  Host: www.google.com:443
  User-Agent: curl/7.29.0
  Proxy-Connection: Keep-Alive

  GET / HTTP/1.1
  User-Agent: curl/7.29.0
  Host: www.google.com
  Accept: */*

url-retrieve (error 400):
  GET https://www.google.com/ HTTP/1.1
  MIME-Version: 1.0
  Extension: Security/Digest Security/SSL
  Host: www.google.com
  Accept-encoding: gzip
  Accept: */*
  User-Agent: URL/Emacs

I've tried it with the GNU/Emacs 25.1 and 24.3.1 releases (with -Q
command line option).

Is it a bug? Any ideas  would be appreciated.

    - Andrew