I'd suggest that we don't consider this until we've got #714 resolved, and pushed all the way through to support in HTTPX.

Seem reasonable?

It's up to you, but I'd suggest adding this feature now to support HTTPS forwarding, as most proxy servers do.

#714 appears to be a lot of work; is it worthwhile to wait for it?

My reservations here...

I'm trying to push towards us starting changes off as design discussions first, rather than code-changes first. We don't yet have the different proxy modes well-documented in the way that the urllib3 project has, and we haven't had any user requests for this functionality that I know of?

Perhaps you could open a discussion with the example you've given here so we can work through that first from a motivation POV rather than jumping straight into the code changes?

I started a discussion here, but after not receiving any responses for a while, I decided it would be better to demonstrate it in a PR.