How does a HTTP Proxy utilize the HTTP protocol? a Proxy RFC?

The header sent to a proxy is different.

For example, here is what is sent by Google Chrome to www.baidu.com via a proxy server:

GET http://www.baidu.com/ HTTP/1.1
Host: www.baidu.com
Proxy-Connection: keep-alive
Upgrade-Insecure-Requests: 1
User-Agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/51.0.2704.103 Safari/537.36
Accept: text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,*/*;q=0.8
DNT: 1
Accept-Encoding: gzip, deflate, sdch
Accept-Language: zh-CN,zh;q=0.8

We can see it is

GET http://www.baidu.com/ HTTP/1.1

instead of

GET / HTTP/1.1

and here is

Proxy-Connection: keep-alive

also

Host: www.baidu.com

Host field is required for http proxy.

For HTTPS tunnel proxy:

CONNECT comet.zhihu.com:443 HTTP/1.1
Host: comet.zhihu.com:443
Proxy-Connection: keep-alive
User-Agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/51.0.2704.103 Safari/537.36

We can see

CONNECT comet.zhihu.com:443 HTTP/1.1

domain:443 instead of https://domain.

CONNECT field turn the proxy server to something like a TCP tunnel, then the protocol HTTPS is replaced by the port :443

For socks5 proxy, things become easy, because socks5 care nothing about higher protocol, you just tell it host and port.

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