Improve error message when proxy connection fails

If the proxy doesn't respond to our CONNECT request with a 2XX status
code, we now display the proxy's response rather than the confusing
error "tls: first record does not look like a TLS handshake"

staging/src/k8s.io/apimachinery/pkg/util/httpstream/spdy/roundtripper.go

@@ -184,12 +184,15 @@ func (s *SpdyRoundTripper) dialWithHttpProxy(req *http.Request, proxyURL *url.UR
 
 	//nolint:staticcheck // SA1019 ignore deprecated httputil.NewProxyClientConn
 	proxyClientConn := httputil.NewProxyClientConn(proxyDialConn, nil)
-	_, err = proxyClientConn.Do(&proxyReq)
+	response, err := proxyClientConn.Do(&proxyReq)
 	//nolint:staticcheck // SA1019 ignore deprecated httputil.ErrPersistEOF: it might be
 	// returned from the invocation of proxyClientConn.Do
 	if err != nil && err != httputil.ErrPersistEOF {
 		return nil, err
 	}
+	if response != nil && response.StatusCode >= 300 || response.StatusCode < 200 {
+		return nil, fmt.Errorf("CONNECT request to %s returned response: %s", proxyURL.Redacted(), response.Status)
+	}
 
 	rwc, _ := proxyClientConn.Hijack()