Working example using envoy ProxyProtocol, not HTTP CONNECT.
+--------+ +-------+ +-------+ +--------+
| client +--(tcp)--+ envoy +--(ProxyProtocol)--+ envoy +--(tcp)--+ server |
+--------+ +-------+ +-------+ +--------+
See also envoy source configs/* files.
HTTP CONNECT version: https://gist.github.com/hkwi/6d439342b8914b5538ef189bca33fb6d