python-gitlab & curl - Impossible to configure proxy

I have a problem !

I work on gitlab UI on python.

I try to connect to gitlab like this:

import requests
import gitlab

GITLAB_URL = 'MY_GITLAB_URL'
PERSONAL_TOKEN = 'MY_PERSONAL_TOKEN'
PROXIES = {"http": "myProxy:8080",
           "https": "myProxy:8080"
           }

def git_connection():
    try:
        session = requests.Session()
        session.proxies.update(PROXIES)
        gl = gitlab.Gitlab(
            GITLAB_URL, private_token=PERSONAL_TOKEN, session=session)
        gl.auth()
        print("GitLab connection successful", flush=True)  # Debug message
        return gl
    except Exception as e:
        # Debug message
        print(f"Error connecting to GitLab: {e}", flush=True)
        return None
git_connection()

Code returns Error connecting to GitLab: HTTPSConnectionPool(host='MY_GITLAB_URL', port=443): Max retries exceeded with url: /api/v4/user (Caused by ProxyError('Cannot connect to proxy.', OSError('Tunnel connection failed: 502 badgateway')))

But with curl command

curl -v -x "myProxy:8080" -X GET "MY_GITLAB_URL" -H "PRIVATE-TOKEN: MY_PERSONAL_TOKEN"

All is good !

Can you help me please ?

Thanks, Philippe (France)