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Description of problem: python-requests does not perform SSL verification when an external HTTPS server is accessed through an HTTP CONNECT proxy.  This enables man-in-the-middle attacks against any requests code running on RHEL 6.6 servers behind a proxy.

Version-Release number of selected component (if applicable):
python-requests 1.1.0 4.el6

How reproducible:
> import requests
> requests.get('https://my.self.signed/', proxies={'https':'http://webproxy:80'})
<Response [404]>

Steps to Reproduce:
1. publish an HTTPS server with a self-signed certificate
2. run any HTTP CONNECT webproxy
3. connect to that HTTPS server from a RHEL 6.6 

Actual results:
The request succeeds to the HTTP layer without checking authenticity, and a request object is returned.  Nope!

Expected results:
raised exception:
SSLError: [Errno 1] _ssl.c:504: error:14090086:SSL routines:SSL3_GET_SERVER_CERTIFICATE:certificate verify failed

Additional info:
I'm aware this is fixed in later versions (6.7), but the pattern scares the crap out of me (CVE?).

This issue affects only RHEL 6.6 (6.6.z), which is now in EUS support.

Please see https://bugzilla.redhat.com/show_bug.cgi?id=1274186#c2