This is a brief description about Ncat's HTTP handling
and what Ncat actually sends for HTTP proxy headers.

HTTP handling has been intentionally kept the pretty 
minimalist to avoid any possibility of breakage between
proxy servers. I've also used 'HTTP/1.1' because
i'm pretty sure that Squid requires it for the
'CONNECT'. I also assume that most other major 
HTTP proxy vendors should accept this request
successfully. 

If you find Ncat does not successfully negotiate
connections with the proxy server your use,
please let me know, and i'll try to add some 
more intelligent processing.

The Ncat "HTTP/1.1 Proxy Connection headers" look like this:

CONNECT yourhost.org:88 HTTP/1.1\n
Proxy-authorization: Basic eW91IHN1Y2s=\n (Note: Only if '--proxy-auth' specified)
Host: yourhost.org:88\n
\n
