QTcpSocket could not connect to server via system proxy

QTcpSocket cannot connect to server via system proxy. Please find attached example project for this issue. 

From customer: 

To reproduce my issue, you only need one Windows machine.
1. Setup proxy server on it
2. Run the server application
3. Change server ip in MainWindow::connectTcp().
4. Make sure argument of QNetworkProxyFactory::setUseSystemConfiguration is
true in client's main()
5. Run client, and no debug output
6. Change argument of QNetworkProxyFactory::setUseSystemConfiguration to
false
7. Run client, you will see the debug output "Hello client".

From support: 

I tried this case with one windows machine, both client and server running on same computer, but also with a setup where server is running on Mac, client is running on windows 10 and 3rd computer as a proxy in between. 

When using proxy, i was able to connect to Mac from client comp via browser (10.9.21.xx:9967) and browser prints Hello Client. I was able to make ssh connection from win10 to mac using proxy. But when I run the client example project, using QNetworkProxyFactory::setUseSystemConfiguration(false); works like a charm, but QNetworkProxyFactory::setUseSystemConfiguration(true); does not make the connection

Attached the example project which contains client and server, also a gif file from customer to show the setup