Timeouts are not applied during socks5 initialization.

[Brranton]

I encountered a problem when using socks5 proxy.
Sometimes the server would not get a response during socks5 initialization, causing the thread to hang when using httpx.Client.
Based on this I checked the initialization of socks5 connection. And found that timeouts are not applied during socks5 initialization.

[HansBrende]

I've encountered exactly the same issue when using the socks5h proxy and httpx/httpcore/openai.

The request hung for 25 minutes before finally failing with:

Traceback (most recent call last):
File ".../python3.12/site-packages/httpx/_transports/default.py", line 101, in map_httpcore_exceptions
yield
File ".../python3.12/site-packages/httpx/_transports/default.py", line 394, in handle_async_request
resp = await self._pool.handle_async_request(req)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File ".../python3.12/site-packages/httpcore/_async/connection_pool.py", line 256, in handle_async_request
raise exc from None
File ".../python3.12/site-packages/httpcore/_async/connection_pool.py", line 236, in handle_async_request
response = await connection.handle_async_request(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File ".../python3.12/site-packages/httpcore/_async/socks_proxy.py", line 295, in handle_async_request
raise exc
File ".../python3.12/site-packages/httpcore/_async/socks_proxy.py", line 231, in handle_async_request
stream = await self._network_backend.connect_tcp(**kwargs)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File ".../python3.12/site-packages/httpcore/_backends/auto.py", line 31, in connect_tcp
return await self._backend.connect_tcp(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File ".../python3.12/site-packages/httpcore/_backends/anyio.py", line 113, in connect_tcp
with map_exceptions(exc_map):
^^^^^^^^^^^^^^^^^^^^^^^
File "/Users/hansbrende/.local/share/uv/python/cpython-3.12.10-macos-aarch64-none/lib/python3.12/contextlib.py", line 158, in exit
self.gen.throw(value)
File ".../python3.12/site-packages/httpcore/_exceptions.py", line 14, in map_exceptions
raise to_exc(exc) from exc
httpcore.ConnectError: All connection attempts failed

The above exception was the direct cause of the following exception:

Traceback (most recent call last):
File ".../python3.12/site-packages/openai/_base_client.py", line 1529, in request
response = await self._client.send(
^^^^^^^^^^^^^^^^^^^^^^^^
File ".../python3.12/site-packages/httpx/_client.py", line 1629, in send
response = await self._send_handling_auth(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File ".../python3.12/site-packages/httpx/_client.py", line 1657, in _send_handling_auth
response = await self._send_handling_redirects(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File ".../python3.12/site-packages/httpx/_client.py", line 1694, in _send_handling_redirects
response = await self._send_single_request(request)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File ".../python3.12/site-packages/httpx/_client.py", line 1730, in _send_single_request
response = await transport.handle_async_request(request)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File ".../python3.12/site-packages/httpx/_transports/default.py", line 393, in handle_async_request
with map_httpcore_exceptions():
^^^^^^^^^^^^^^^^^^^^^^^^^
File "/Users/hansbrende/.local/share/uv/python/cpython-3.12.10-macos-aarch64-none/lib/python3.12/contextlib.py", line 158, in exit
self.gen.throw(value)
File ".../python3.12/site-packages/httpx/_transports/default.py", line 118, in map_httpcore_exceptions
raise mapped_exc(message) from exc
httpx.ConnectError: All connection attempts failed

@tomchristie @graingert I noticed a linked PR has been open for 2 months...

UPDATE: actually seems to be working fine on my end--the extended time period before failure was actually due to 2 successive retries that openai puts into their default parameters (I think). False alarm, sorry.