I had the same problem. I set up a proxy on localhost, and all things worked fine except wordpress. I cannot install plugins. The error message shows Cannot build secure connection to wordpress.org(wp-admin/includes/install-plugins.php line:182)
I guess the reason is that the plugin-installing site of wordpress.org is not allowed to visit by a proxy, since it may verify your address.
And in the tutorial, you can see they added “*.wordpress.org” to the bypass list.
