I see (on https://github.com/allegroai/trains/issues/126 ) that you got result code 400 from port 8008. This makes sense (when not sending anything to the server) it just tells you that it didn't get anything meaningful.

You should be able to get the same result if the proxy is configured correctly (and you send nothing in the message body).
And if the connection still times out, I would try using the proxy with a browser to 8008, and checking if you can get to the server at all using that proxy...