[BUG] Claude Code env "all domains" egress setting doesn't work

Preflight Checklist

• [x] I have searched existing issues and this hasn't been reported yet
• [x] This is a single bug report (please file separate reports for different bugs)
• [x] I am using the latest version of Claude Code

What's Wrong?

An environment configured with network egress on and domain allowlist set to "all domains" still blocks outbound HTTPS to an arbitrary external host. The egress proxy rejects the connection at the CONNECT level with a 403, and its own diagnostics report it as an "organization policy denial," even though no org-level restriction should apply (or if one does, it isn't reflected/explained anywhere in the environment UI).

What Should Happen?

Request succeeds (or fails for a reason unrelated to the egress policy, e.g. site-side error).

Error Messages/Logs

## Actual result
Every attempt is rejected at the proxy layer.

Steps to Reproduce

1. Create/use a Claude Code on-the-web environment (used here via a scheduled Routine).
2. In environment settings, set "Allow network egress" = On, "Domain allowlist" = "all domains."
3. From a session in that environment, run: curl -v https://franco.dk/energi/live.json
4. Observe the CONNECT tunnel fails with HTTP/1.1 403 Forbidden.

Claude Model

Claude Sonnet 5 (claude-sonnet-5)

Is this a regression?

No, this never worked

Last Working Version

_No response_

Claude Code Version

v2.1.220

Platform

Anthropic API

Operating System

Windows

Terminal/Shell

PowerShell

Additional Information

Supporting evidence

curl -sS "$HTTPS_PROXY/__agentproxy/status" output includes:
"recentRelayFailures": [
{"kind": "connect_rejected", "detail": "gateway answered 403 to CONNECT (policy denial or upstream failure)", "host": "franco.dk:443"}
]
Confirmed reproducible across two separate proxy instances within the same session (proxy restarted mid-session, port changed from 34557 to 34943; block persisted both times).
Target host (franco.dk) is a plain personal domain — nothing on standard blocklists (no malware/phishing history, ordinary TLD).

Environment

Claude Code on the web, scheduled Routine execution, remote CCR session. Date observed: 2026-07-25.

Impact

Any environment-level "allow all domains" configuration appears not to actually grant egress to non-preapproved hosts,