Does QNetworkAccessManager support HTTPS proxy?

Question

I compiled OpenSSL on my Windows machine and was able to do HTTPS queries with QNetworkAccessManager, but when I try to add HTTPS proxy

QNetworkAccessManager m_nm;
connect(&m_nm, &QNetworkAccessManager::proxyAuthenticationRequired, this, &BinanceReceiver::onProxyAuthenticationRequired);
connect(&m_nm, &QNetworkAccessManager::sslErrors, this, &BinanceReceiver::onSslErrors);

QNetworkProxy m_proxy(QNetworkProxy::HttpProxy, "host.com", 3129, "user", "password");
m_nm.setProxy(m_proxy);

QNetworkRequest request;
request.setUrl(MakeUrl(url));
QNetworkReply* reply = m_nm.get(request);

QObject::connect(reply, &QNetworkReply::finished, [this, reply]()
{
    if (reply->error())
    {
        netLogger.error(reply->errorString());
    }
    else
    {
        //...
    }

    //Ensure it is deleted after this handler is called, but not before.
    delete reply;
});

it stops working, I do not get the reply at all and neither proxyAuthenticationRequired nore sslErrors is triggered.

It is a Squid HTTPS proxy with the authentication.

Does QNetworkAccessManager support HTTPS proxy?