Delphi XE6 - SOAP built with 'USE_INDY' connecting to a webservice over a proxy issue

Question

I have an application which connects to a webservice using THttpRio component. Webservice has basic authentication. I've compiled the Delphi SOAP units using the 'USE_INDY' directive in order that the THttpRio component to use WinHttp.

Now I need to get through a proxy to my webservice. Looking into the Soap.SOAPHTTPTrans unit I've fixed some bugs, but I do not know how I should set up the THttpRio component to get through the proxy.

I've tried to set the proxy property of the HTTPRIO.HTTPWebNode.Proxy to a string like:

http://user:pass@ip:port

but I get a 407 Unauthorized error....

Proxy application is CCProxy.