Reproduction:

• In environment behind http proxy (without authentication)
• Install NeoVIM
• Install Coc
• Create coc-settings.json with

    {
	"http.proxy": "myproxy:8080"
    }

• :CocInstall coc-python
• Update coc-settings.json to

    {
	"python.jediEnabled": false,
	"http.proxy": "myproxy:8080"
    }

• Open .py file
• Press {Space}c for list of coc-command, then choose python.upgradePythonLanguageServer

Error:

[coc.nvim]Command error: tunneling socket could not be established, cause=read ECONNRESET