An HTTP Connect proxy configuration on which an nw_proxy_config_set_username_and_password call has been made, does not send the Proxy-Authorization header to the proxy server (not initially, and also not after getting a 407 Proxy Authentication Required response).

Specifically, creating the proxy using:
  nw_endpoint_t endpoint = nw_endpoint_create_host("localhost", "8080");
  nw_proxy_config_t proxyConfig = nw_proxy_config_create_http_connect(endpoint, nil);
  nw_proxy_config_set_username_and_password(proxyConfig, "alice", "superSecret");

and then setting it on WKWebsiteDataStore, I do get CONNECT requests to the proxy server, but the Proxy-Authorization header is never sent, not even after the server responds with 407 (Proxy Authentication Required).

I've also filed FB13343450 with a sample app.