I got the same issue.
It was fixed if I remove the httplib2 in
$SPLUNK_HOME/lib/python2.7/site-packages
and replaced it with httplib2 Version 0.9.2 (downloaded and extracted)
`
$SPLUNK_HOME/bin/splunk cmd python
print httplib2.version
0.9.2`
So I can go across proxies also with user and pass....
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