Explore the inner workings of proxy servers in this comprehensive video tutorial. Delve into the intricacies of connection establishment across various scenarios, including direct connections without proxies, HTTP proxy setups, and HTTPS proxy configurations in both tunnel mode and TLS termination mode. Gain a deep understanding of how proxy servers function under the hood, with detailed explanations and visual illustrations to enhance your learning experience. Follow along as the tutorial breaks down each connection type, providing valuable insights into the mechanics of proxy server operations and their impact on network communications.