Use pip behind restrictive proxy

Thank for the answer!
I couldn’t find pip.ini on my machine but I tried:
setting HTTP_PROXY and HTTPS_PROXY via:

C:\>set http_proxy=http://proxy:port

C:\>set https_proxy=https://proxy:port

I also tried to set the proxy with pip in different ways:

C:\>python -m pip install --proxy=http://username:password@proxy:port sqlalchemy-access
C:\>python -m pip install --proxy=https://username:password@proxy:port sqlalchemy-access
C:\>python -m pip install --proxy=https://proxy:port sqlalchemy-access
C:\>python -m pip install --proxy=http://proxy:port sqlalchemy-access

Unfortunately I still get the same error with these changes.