Proxy issue when running SQL Server job for Visual Studio (.exe file)

Question

I have a VS project that fetches data from

// ... some code ...

using (var webClient = new System.Net.WebClient())
{               
    webClient.Headers[HttpRequestHeader.Authorization] = "Basic " + credentials;
    var json = webClient.DownloadString("https://........."");

    List<Example> list = JsonConvert.DeserializeObject<List<Example>>(json);

    // .... some more code ....
}

Everything works fine when I run the package from within VS, with the exception of 1 or 2 times when I got an error

The remote server returned an error: (407) Proxy Authorization required

The SQL Server error is this:

Unhandled exception.System.Net.WebException: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond. A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond.

System.Net.Http.HttpRequestException: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond.

System.Net.Sockets.SocketException (10060): A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond.

at System.Net.Http.ConnectHelper.ConnectAsync(String host, Int32 port, CancellationToken cancellationToken)
--- End of inner exception stack trace ---
at System.Net.Http.ConnectHelper.ConnectAsync(String host, Int32 port, CancellationToken cancellationToken)
at System.Net.Http.HttpConnectionPool.ConnectAsync(HttpRequestMessage request, Boolean allowHttp2, CancellationToken cancellationToken)
at System.Net.Http.HttpConnectionPool.CreateHttp11ConnectionAsync(HttpRequestMessage request, CancellationToken cancellationToken)
at System.Net.Http.HttpConnectionPool.GetHttpConnectionAsync(HttpRequestMessage request, CancellationToken cancellationToken)
at System.Net.Http.HttpConnectionPool.SendWithRetryAsync(HttpRequestMessage request, Boolean doRequestAuth, CancellationToken cancellationToken) at System.Net.Http.RedirectHandler.SendAsync(HttpRequestMessage request, CancellationToken cancellationToken)
at System.Net.Http.HttpClient.FinishSendAsyncUnbuffered(Task`1 sendTask, HttpRequestMessage request, CancellationTokenSource cts, Boolean disposeCts)
at System.Net.HttpWebRequest.SendRequest()
at System.Net.HttpWebRequest.GetResponse()
--- End of inner exception stack trace ---
at System.Net.HttpWebRequest.GetResponse()
at System.Net.WebClient.GetWebResponse(WebRequest request)
at System.Net.WebClient.DownloadBits(WebRequest request, Stream writeStream)
at System.Net.WebClient.DownloadDataInternal(Uri address, WebRequest& request)
at System.Net.WebClient.DownloadString(Uri address)
at .....

The step failed.

Can it be that I need to disable proxy within my VS project before I run the query, or can it be something else?

Any help would be grateful