On an Ethernet connection, when I manually set my proxy information, it won't save correctly in the keychain for HTTP web proxy. In the same environment, it does it correctly for HTTPS web proxy.
In the keychain, a new line has appeared but it doesn't store the full address of the proxy server (sometimes the port is missing - :8080, sometime the full IP address), the password is always missing.
If I type manually in the keychain it is saved, but it doesn't seem to be used anymore by Safari since I always get the same error message.
If I use Chrome, I get a prompt asking for my proxy login/password, and once typed it works.
It seems like Safari doesn't use the password stored in the Keychain, and doesn't forward the credential prompt of the proxy server.
I'm on Lion 10.7.1 (new install from the store), French, fully updated, with Safari 5.1 (7534.48.3).
Thanks for your help :)
Ps: it looks like this bug but for 10.7.1 : Proxy username and password not remembered in system preferences