When I try to connect to any server (e.g. google.com) using curl (or libcurl) I get the error message:
curl: (35) error:1408F10B:SSL routines:ssl3_get
* Uses proxy env variable http_proxy == 'https://proxy.in.tum.de:8080' ^^^^^
The https:// is wrong, it should be http://. The proxy itself should be accessed by HTTP and not HTTPS even though the target URL is HTTPS. The proxy will nevertheless properly handle HTTPS connection and keep the end-to-end encryption. See HTTP CONNECT method for details how this is done.