setHTTPSProxy doesn't work

I have designed an application using SOAP to get data from an external systems. To connect to this systems I have to establish a VPN connection and use a proxy. This works in my browser to access this system.

In Titanium I use this line to get this going

Titanium.Network.setHTTPSProxy('192.168.42.1:3128');

This application cannot connect and I get a server error back. For systems in the cloud I have no issues.

The Titanium detects my pac file but this doesn't help at all.

[02:00:13:044] [Titanium.Proxy] [Debug] Looking up proxy information for: https://api.appcelerator.net/p/v1/app-track
[02:00:13:044] [Titanium.Proxy] [Debug] Using PAC URL: file://localhost/Users/tb/Documents/06_Mac/mac.pac
[02:00:13:044] [Titanium.Proxy] [Debug] Proxy bypass entry: *.local
[02:00:13:044] [Titanium.Proxy] [Debug] Proxy bypass entry: 169.254/16
[02:00:13:045] [Titanium.Proxy] [Debug] Checking whether https://api.appcelerator.net/p/v1/app-track should be bypassed.
[02:00:13:045] [Titanium.Proxy] [Debug] bypass entry: scheme='' host='.local' port='0'
[02:00:13:045] [Titanium.Proxy] [Debug] bypass entry: scheme='' host='169.254/16' port='0'
[02:00:13:045] [Titanium.Proxy] [Debug] No bypass
[02:00:13:047] [Titanium.Proxy] [Debug] Using direct connection.

These are the params I'm using in my ajax call:

$.ajax({
        url: SOAPUrl,
        type: "POST",
        dataType: "xml",
        data: soapMessage,
        beforeSend: function()
        {
            ui.showSearchAnimation();
        },
        success: function(response_data, text, xhrobject)
        {   
            if(xhrobject.status == 200)
            {
                              alert('Success');
            }
            else
            {
                              alert('Error');
            }
        },
        error: function(jqXHR, textStatus, errorThrown)
        {
            // here I end up with!!!!!!!
        },
        contentType: "text/xml; charset=\"utf-8\"",
        username: user,
        password: pass,
        timeout: 5000
    });

Any idea how to track this issue?