No support for proxy authentication
Large corporate environments often require http proxy authentication. Currently http proxy offers no support for proxy authentication.
Ideally adding something like this: https://github.com/benjimin/pywebcorp would allow automatic proxy authentication in most environments that require it. The c# SSPI wrapper can be found here: https://www.nuget.org/packages/NSspi.
I will work on this issue late this year or early next year if you don't get to it first. :)
Probably the NTLM implementation will meet your requirement?
https://github.com/kerryjiang/SuperSocket.ClientEngine/commit/e7fbc6723fec17ffad739ba9609d9408c140f428