My knowledge on this is not extensive. But I did through necessity manage to get youtube-dl to work on the authenticated proxy at the local university. Your http_proxy
environment variable needs to be set with your specifics for username/password, and the IP-address/port of the proxy. If you export that in the shell prior to using youtube-dl, then it should work.
See below for the general format for setting http_proxy, and a generic example. I hope that helps.
Happy with ur solution... then tick "yes" and mark as Solved!