Sahi had been using its own custom implementation of proxy tunnelling till a few months back. Owing to a lot of demand for some features, we moved to Java's httpsurlconnection which supported tunnelling through a corporate proxy with authentication.
But unfortunately a bug in Java's httpsurlconnection was tripping up a few users on some https sites. One case was the failure of websites using login via SiteMinder.
The exception thrown was
Unable to tunnel through proxy. Proxy returns "HTTP/1.1 400 Bad Request"
After some research we figured that it was due to this bug 6687282
Switching to the latest java 1.6.0_14 fixed this issue for us.