I need to connect to HTTPS resource via proxy, but setting HTTPProxy properties doesn't work. Why?
To connect to HTTPS resource via HTTPS proxy, use WebTunneling* properties.
HTTP proxy and HTTPS proxy are different things (though often combined).
HTTP proxy accepts HTTP client connection, takes the URL, requests it from the remote server and passes the resource to the client.
HTTPS proxy accepts generic connection, accepts "HTTP CONNECT" command (just one line and not complete HTTP header) and establishes a passthrough tunnel to the remote host. Next the client communicates with the remote host as it needs, not necessarily using HTTP protocol. I.e. HTTPS proxy can be used to connect to remote server using any protocol and not just HTTP. This is why SecureBlackbox support WebTunneling in all socket-based client transport components.