The code that is used behind the "Validate Proxy" button in Plugin management > Advance tab > proxy >
is using HttpClient configurations =>

https://github.com/jenkinsci/jenkins/blob/f185e66ef70b67236d944eb5e06d6bad3516c889/core/src/main/java/hudson/ProxyConfiguration.java#L446-L461

The issue is that it's not using the code that is actually used in Jenkins when doing request to proxy which is this one that is using jvm feature with Authenticator:
=> https://github.com/jenkinsci/jenkins/blob/f185e66ef70b67236d944eb5e06d6bad3516c889/core/src/main/java/hudson/ProxyConfiguration.java#L301

It's not helping troubleshooting proxy issues at all, mainly for proxy with authentication.

Acceptance criteria:
The code that is used to validate the proxy is the same than the HTTP call that will be done in Jenkins later (for update site for example). By using ProxyConfiguration#open() or ProxyConfiguration#getInputStream()

I am adding the screenshot where the button is to be more detailed.