Zend certified PHP/Magento developer

Chrome showing ERR_SSL_PROTOCOL_ERROR for Youtube GET https://somerandomhost.googlevideo.com/generate_204

When using an HTTP Forward-Proxy (like TinyProxy but also happens with others) if I load a few YouTube tabs in Chrome I always get a few errors ERR_SSL_PROTOCOL_ERROR when calling GET https://some-random-host.googlevideo.com/generate_204.
(e.g. GET https://rr2---sn-p5qs7nzk.googlevideo.com/generate_204 net).

If I point my Chrome to use Microsoft Firewall (either with IP routes or using explicit L7 HTTP Proxy) I don’t see those errors. If I don’t use any proxy I also don’t get those errors.

What exactly are those errors?
Are they handshaking issues that can’t go through CONNECT tunnel?
How to fix that?
Why doesn’t Azure HTTP-Proxy have those errors while other proxies have it?