The problem is still present.
I downloaded http://curl.haxx.se/snapshots/curl-7.42.0-20150331.tar.gz, built it with default configure, make, make install on another RHEL 6.3 machine, then copied the /usr/local/* curl-related content on the target machine which is behind the proxy, and launched the same test command using /usr/local/bin/curl, but I get the exact same error.

I hope the process I used is OK. I do not have complete freedom of what I can do on the target machine. Here is what I get with curl -V after installing the daily snapshot this way:

    # /usr/local/bin/curl -V
    curl 7.42.0-20150331 (x86_64-unknown-linux-gnu) libcurl/7.42.0-20150331 OpenSSL/1.0.0 zlib/1.2.3 libidn/1.18
    Protocols: dict file ftp ftps gopher http https imap imaps ldap ldaps pop3 pop3s rtsp smb smbs smtp smtps telnet tftp
    Features: IDN IPv6 Largefile NTLM NTLM_WB SSL libz UnixSockets

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** [bugs:#1474] Cannot open FTPS encrypted data connection through HTTP proxy**
**Status:** pending-needsinfo
**Labels:** SSL ftps proxy 
**Created:** Thu Jan 22, 2015 11:06 AM UTC by Marco De Vitis
**Last Updated:** Sun Mar 29, 2015 09:27 PM UTC
**Owner:** Daniel Stenberg
When trying to transfer a file via FTPS through a HTTP proxy (Blue Coat ProxySG), curl fails when trying to open the encrypted DATA connection returning the following error:
curl: (35) error:1408F10B:SSL routines:SSL3_GET_RECORD:wrong version number
This surely happens with recent curl versions (7.39 and 7.40), on Red Hat 6.3.
The transfer works fine instead with previous versions, like 7.19.7, 7.25.0, 7.26.0 and 7.27.0.
I attach the log files obtained with the -v option both from 7.40 (not working) and 7.19 (working), from the same Red Hat 6.3 machine over the same proxy.
The logs also contain the output of curl -V and the command line used:
curl -O -v -k --ftp-ssl --disable-epsv --proxy <proxyIP>:3128 --proxytunnel ftp://<ftpUser>:<ftpPassword>@<serverIP>//testpub.xml
Also note that when disabling data channel encryption with the --ftp-ssl-control option then the connection occurs but a different problem happens during the file transfer, see ticket [#1473].
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