Hello. Thank you for your question. I am sorry you are having difficulties connecting to a secure website using your wolfssl http client. It sounds like you are successfully connecting to the proxy server and completing the TLS handshake, but you are unsure how to proceed with the handshake with the website's server. One option would be sending a CONNECT command to the website's server, specifying the host and port you wish to connect to. The proxy server should then reply with a 200 OK, at which point you can negotiate TLS with the website's server. If it's not working, you might consider changing your proxy (https://soax.com/thailand-proxy). Thank you for your question, and I hope this helps.
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ReferencesStable Releases - download stable product releases.
Development Branch - latest development branch on GitHub.
wolfSSL Manual - wolfSSL (formerly CyaSSL) product manual and API reference.