Test the news server connectivity over http proxy with curl.

[Hongyi Zhao via curl-users]

Because that's a different proxy with different rules setup?

In fact, the HTTP proxy used here is converted from this socks5 proxy
by delegate, <http://www.delegate.org/delegate/>, with the following

Got it. It's due to the delegate, <http://www.delegate.org/delegate/>,
which exposes me a bogus converted HTTP server. The similar test using
python-proxy, <https://github.com/qwj/python-proxy>, will succeed with
the same upstream socks5 proxy. See
<https://github.com/rofl0r/proxychains-ng/issues/374#issuecomment-801949223>
for the detailed testing.

Regards