Question: I am trying to use the Slack desktop client for Ubuntu 16.04 behind a Websense Content Gateway (WCG) proxy. It will not connect. Notes:

* Windows workstations work with Slack client for Windows through the WCG proxy.
* Browser-based client works on Ubuntu 16.04, including the test site (<https://slack.com/help/test>), using Firefox
* SSL Decryption (purposeful MitM) is enabled on WCG but disabled for all slack sites. (\*.slack.com \*.slack-msgs.com \*slack-files.com \*slack-imgs.com \*slack-edge.com \*slack-core.com \*slack-redir.net)
* All slack sites (listed above) are whitelisted in WCG and showing permitted in WCG console/logs.
* proxy enabled in Unity network settings, set profile (e.g. https\_proxy), and in Firefox browser config.
* netstat -a shows all outbound connections heading to the proxy server and no direct attempts (although the network firewall is not blocking https anyway).
* Notable error in Slack logs is:

```
warn: WebSocket connection to 'wss://mpmulti-s3to.slack-msgs.com/?lots_of_redacted_parameters' failed: WebSocket is closed before the connection is established.

```

Answer: 
When setting up the proxy config in the Network Settings panel, leave the socks proxy blank. Once you enter a socks proxy, websockets (e.g. wss://...) are proxied using socks instead of http/s...and then fail. 

I'm not sure if this a fundamental issue with websockets or an issue with Ubuntu's implementation of proxy settings. If you manually configure a proxy server in firefox (instead of "use system settings") then websockets work. Windows/IE also doesn't have this issue. So it makes me think that Ubuntu's implementation of proxy settings is either incorrect or less forgiving.
Latest Slack (Slack 4.4.3 on Fedora 31) use proxy settings from NetworkManager.

Check your proxy settings in Network settings - Network proxy (in connections list) first.

From my experience Slack ignore proxy from http\_proxy/https\_proxy env.