how can i connect proxy server, and encrypt CONNECT method request?

According to this document, I set up the proxy.

NSString* proxyHost = @"https://proxy.my.com";
NSInteger proxyPort = 39525;
NSURLSessionConfiguration *config = [NSURLSessionConfiguration ephemeralSessionConfiguration];
    
   config.connectionProxyDictionary = @{
        @"HTTPSEnable":@YES,
        @"HTTPSProxy":proxyHost,
        @"HTTPSPort":@(proxyPort),
      };
   NSLog(@"set proxy!\n");
    

but the CONNECT request is sent in clear text. which will reveal my Intranet URL. Is there any way to encrypt this CONNECT request?