I'm setting up a reverse proxy that has to forward all the requests to a given url.com/resource. Now, that resource is behind a proxy, so it has to use the CONNECT request. The idea is that squid, once it receives a request, creates an http tunnel using the CONNECT request, and then forwards that request to the desired server.
It does not have to be necessarily squid, it can be any other similar solution (nginx, apache, caddy).