I used to set up environment evariables http_proxy and https_proxy (with user + password) in the past to use Pip (on Windows) behind a corporate proxy. But recently I needed to
If package that you are trying to install has dependencies it's best to create pip.ini for system wide configuration, in windows you can do this in powershell:
mkdir c:\programdata\pip\
new-item c:\programdata\pip\pip.ini
and add this to your pip.ini
[global]
proxy = http://domain\user:pwd@proxy_hostname_or_ip:port
and then everything should work fine, as HTTP_PROXY variable didn't work for me.
Make sure to save file as ansi or windows1252 in VSCode as UTF files are not read properly.