Fails to connect to llm proxy in secured network.

We have llm proxy hosted in corporate network, where we have user level api key.

Is codex supported in secured network ? if yes how to pass user to llm proxy endpoint.

from openai import OpenAI
client = OpenAI(
    base_url = "https://llm-proxy-api.ai.mycompany.com",
    api_key  = "userkey"
)
completion =  client.chat.completions.create(
                    model    = "gpt-4o",
                    messages = [{ "role"   : "user",
                                  "content": "Write a function that prints n primes in python"}],
                    user     = "User"
                )
print(completion.choices[0].message.content)

The above code works perfectly. but codex fails somewhere in network api.

OPENAI_API_KEY, OPENAI_BASE_URL were also set peoperly