text: Title: Parsing YouTube videos with yt-dlp.exe on Windows with VPN
  Body: ### DO NOT REMOVE OR SKIP THE ISSUE TEMPLATE
  
  - [x] I understand that I will be **blocked** if I *intentionally* remove or skip any mandatory\* field
  
  ### Checklist
  
  - [x] I'm asking a question and **not** reporting a bug or requesting a feature
  - [x] I've looked through the [README](https://github.com/yt-dlp/yt-dlp#readme)
  - [x] I've verified that I have **updated yt-dlp to nightly or master** ([update instructions](https://github.com/yt-dlp/yt-dlp#update-channels))
  - [x] I've searched [known issues](https://github.com/yt-dlp/yt-dlp/issues/3766) and the [bugtracker](https://github.com/yt-dlp/yt-dlp/issues?q=) for similar questions **including closed ones**. DO NOT post duplicates
  - [x] I've read the [guidelines for opening an issue](https://github.com/yt-dlp/yt-dlp/blob/master/CONTRIBUTING.md#opening-an-issue)
  
  ### Please make sure the question is worded well enough to be understood
  
  I have a problem parsing YouTube videos with yt-dlp.exe on Windows, and I hope someone can help me.
  The operating environment is as follows:
  64-bit Windows 10 1809
  The latest version of yt-dlp.exe (2025.1.26)
  VPN: "SoftEther VPN Client Management Tool", do not specify a port.
  Solution attempt:
  yt-dlp.exe releases inbound and outbound rules
  Run yt-dlp.exe with administrator privileges
  Check VPN, the status is normal, and other software can connect to the Internet normally through VPN.
  yt-dlp.exe uses a proxy with a specified port to parse video information normally.
  Download the python module of yt-dlp, release the packaged software, and connect to the Internet normally with VPN
  Result: The problem still exists.
  How can yt-dlp.exe connect to the Internet normally on Windows through a VPN proxy without specifying a port and parse YouTube videos? I really hope someone can help me, thank you!
  
  In Windows, after allowing yt-dlp.exe to enter and exit the station, the error message of the operation is shown below.
  
  ### Provide verbose output that clearly demonstrates the problem
  
  - [x] Run **your** yt-dlp command with **-vU** flag added (`yt-dlp -vU <your command line>`)
  - [x] If using API, add `'verbose': True` to `YoutubeDL` params instead
  - [x] Copy the WHOLE output (starting with `[debug] Command-line config`) and insert it below
  
  ### Complete Verbose Output
  
  ```shell
  [debug] Command-line config: ['-vU', 'https://www.youtube.com/watch?v=uantfXeqTHg']
  [debug] Encodings: locale cp936, fs utf-8, pref cp936, out utf-8, error utf-8, screen utf-8
  [debug] yt-dlp version stable@2025.01.15 from yt-dlp/yt-dlp [c8541f8b1] (win_exe)
  [debug] Python 3.10.11 (CPython AMD64 64bit) - Windows-10-10.0.17763-SP0 (OpenSSL 1.1.1t  7 Feb 2023)
  [debug] exe versions: none
  [debug] Optional libraries: Cryptodome-3.21.0, brotli-1.1.0, certifi-2024.12.14, curl_cffi-0.5.10, mutagen-1.47.0, requests-2.32.3, sqlite3-3.40.1, urllib3-2.3.0, websockets-14.1
  [debug] Proxy map: {'http': 'http://127.0.0.1:808', 'https': 'http://127.0.0.1:808', 'ftp': 'http://127.0.0.1:808'}
  [debug] Request Handlers: urllib, requests, websockets, curl_cffi
  [debug] Loaded 1837 extractors
  [debug] Fetching release info: https://api.github.com/repos/yt-dlp/yt-dlp/releases/latest
  ERROR: Unable to obtain version info (('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562DFCF40>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法 连接。'))); Please try again later or visit  https://github.com/yt-dlp/yt-dlp/releases/latest
  [youtube] Extracting URL: https://www.youtube.com/watch?v=uantfXeqTHg
  [youtube] uantfXeqTHg: Downloading webpage
  WARNING: [youtube] Unable to download webpage: ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E740A0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。'))
  [youtube] uantfXeqTHg: Downloading iframe API JS
  WARNING: [youtube] Unable to download webpage: ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E753F0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。'))
  [youtube] uantfXeqTHg: Downloading tv player API JSON
  WARNING: [youtube] ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E77A30>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。')). Retrying (1/3)...
  [youtube] uantfXeqTHg: Downloading tv player API JSON
  WARNING: [youtube] ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E74EB0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。')). Retrying (2/3)...
  [youtube] uantfXeqTHg: Downloading tv player API JSON
  WARNING: [youtube] ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E77880>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。')). Retrying (3/3)...
  [youtube] uantfXeqTHg: Downloading tv player API JSON
  WARNING: [youtube] Unable to download API page: ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E53AC0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极 拒绝，无法连接。')) (caused by ProxyError("('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E53AC0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。'))")); please report this issue on  https://github.com/yt-dlp/yt-dlp/issues?q= , filling out the appropriate issue template. Confirm you are on the latest version using  yt-dlp -U
  [youtube] uantfXeqTHg: Downloading ios player API JSON
  WARNING: [youtube] ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E76800>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。')). Retrying (1/3)...
  [youtube] uantfXeqTHg: Downloading ios player API JSON
  WARNING: [youtube] ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E538B0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。')). Retrying (2/3)...
  [youtube] uantfXeqTHg: Downloading ios player API JSON
  WARNING: [youtube] ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E75180>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。')). Retrying (3/3)...
  [youtube] uantfXeqTHg: Downloading ios player API JSON
  WARNING: [youtube] Unable to download API page: ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E763B0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极 拒绝，无法连接。')) (caused by ProxyError("('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E763B0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。'))")); please report this issue on  https://github.com/yt-dlp/yt-dlp/issues?q= , filling out the appropriate issue template. Confirm you are on the latest version using  yt-dlp -U
  [youtube] uantfXeqTHg: Downloading web player API JSON
  WARNING: [youtube] ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E755A0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。')). Retrying (1/3)...
  [youtube] uantfXeqTHg: Downloading web player API JSON
  WARNING: [youtube] ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E761A0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。')). Retrying (2/3)...
  [youtube] uantfXeqTHg: Downloading web player API JSON
  WARNING: [youtube] ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E98820>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。')). Retrying (3/3)...
  [youtube] uantfXeqTHg: Downloading web player API JSON
  WARNING: [youtube] Unable to download API page: ('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E74BB0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极 拒绝，无法连接。')) (caused by ProxyError("('Unable to connect to proxy', NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x0000018562E74BB0>: Failed to establish a new connection: [WinError 10061] 由于目标计算机积极拒绝，无法连接。'))")); please report this issue on  https://github.com/yt-dlp/yt-dlp/issues?q= , filling out the appropriate issue template. Confirm you are on the latest version using  yt-dlp -U
  ERROR: [youtube] uantfXeqTHg: Failed to extract any player response; please report this issue on  https://github.com/yt-dlp/yt-dlp/issues?q= , filling out the appropriate issue template. Confirm you are on the latest version using  yt-dlp -U
    File "yt_dlp\extractor\common.py", line 742, in extract
    File "yt_dlp\extractor\youtube.py", line 4481, in _real_extract
    File "yt_dlp\extractor\youtube.py", line 4445, in _download_player_responses
    File "yt_dlp\extractor\youtube.py", line 4087, in _extract_player_responses
  ```