When a QNetworkReply which was requested with a proxy has an error, the finished-signal is never emitted and it just appears to "hang".
Attached is the http example minimally modified to use a SOCKS proxy on localhost:9999.
I use SSH for the proxy:
ssh -N -D9999 my-server.org
An existing URL works as expected. When trying to download an unexistent URL (http://foo.bar), the reply never finishes.
Without the proxy, an error gets shown as expected.