This is a bug in libcurl for HTTP proxies when combined with CURLOPT_CONNECT_ONLY (needed for stratum).
I've found a workaround, and will put it in the next release.
Cool!! If that's the case I will stop trying now. I was trying all sorts of combinations like adding sock4...and stuff like that. Looking forward to the next release!! Thank you and all the guys who tried to help!!
