The problem is related to pip's proxy witch you should delete it as follows:

1. Open your file explorer then in address bar type %AppData% and press enter. These steps leads to address: C:\Users....\AppData\Roaming.
2. In opened Roaming folder, open pip folder and delete any file inside it. These files are related to the proxy made for your python pip installer. This step removes pip's proxy and you will have no more ProxyError.

Hint: probably, pip's proxy file is a text file witch if you open it, you can see proxy address. Any time you connect with a proxy, it is possible to face with such problem and so you must do these steps.

Good Bye.