Using ClientWebSocket through a proxy

[Robert-96]

Did anyone manage to use the NativeWebSocket/ClientWebSocket through a proxy?

Basically I tried to set the Proxy property from the ClientWebSocketOptions but the client does't connect to the server. It's giving me a 'Unable to connect to the remote server' error.

Here's my code snippet:

var source = new CancellationTokenSource();
var token = source.Token;

var socket = new ClientWebSocket();
WebRequest.DefaultWebProxy = new WebProxy(proxyUrl, false); // I tried to set the DefaultWebProxy too, but I get the same error 
socket.Options.Proxy = new WebProxy(proxyUrl, false);
                
await socket.ConnectAsync(uri, token);

It works in .NET5 but not in Unity.

Any insights or suggestions on resolving this issue would be greatly appreciated.