HTTP Proxy for Openvpn

I'm sometimes on a very restrictive network which only allows HTTP/HTTPS on Port 80/443 i have an openvpn server setup and ready and some services behind Nginx Proxy Manager. I now wand to setup an Squid HTTP Proxy for openvpn behind Nginx. I can't use sslh because HTTP is only allowed on Port 80 and HTTPS on 443. If i make a default config for Nginx:

  set $forward_scheme http;
  set $server         "http_proxy";
  set $port           3128;
  listen 80;
listen [::]:80;
  server_name squid.domain.tld;
  access_log /data/logs/proxy-host-41_access.log proxy;
  error_log /data/logs/proxy-host-41_error.log warn;
  location / {
    include conf.d/include/proxy.conf;
  }
  include /data/nginx/custom/server_proxy[.]conf;
}

For Squid i have:

auth_param basic program /usr/lib/squid/basic_ncsa_auth /etc/squid/passwords
auth_param basic realm proxy
acl authenticated proxy_auth REQUIRED
http_access allow authenticated
http_port 3128 accel allow-direct
http_access allow all

The Proxy funktions as standalone

made from From Nginx to Squid

If i try openvpn offical andriod client i get HTTP code 400 and no LOG

I can't think of anything anymore whay it won't funktion.

It would have worked if i had compiled nginx with HTTP-CONNECT protocol support.