Establish tunnel connection early, because otherwise httplib
        would improperly set Host: header to proxy's IP:port.

def _prepare_proxy(self, conn):
        """
        Establish tunnel connection early, because otherwise httplib
        would improperly set Host: header to proxy's IP:port.
        """
        conn.set_tunnel(self._proxy_host, self.port, self.proxy_headers)
        conn.connect()