Failed to install when using a proxy

[AritxOnly]

Have trouble running installer when using a proxy. While I am in China, many staffs need to be done via VPN and proxy.
The installer will throw exception ConnectionResetError:[Errno 54]Connection reset by peer when I turn off the proxy, and will throw exception "Unsupported scheme 'sock5'" when I turn on the proxy.
Any solution about that? The log file is attached below.

installer.log

[Uglypr1nces]

Do you have a stable connection after closing the proxy? And are you closing the proxy during install?

[AritxOnly]

I installed it with proxy but it failed and the connection is stable and fast whether I opened the proxy. But after I closed it, it is not possible to reach github or google because of the firewall in China