Issue with Azure Eventhub (java) using proxy

I have a requirement to send messages from on premises to Event hub thru proxy,

I am using java  and getting an exception 

Followed the link on microsoft tech community(cant paste full link as it blocks) :  /t5/event-hubs-blog/azure-event-hubs-websockets-and-proxy-support/ba-p/371136

. Any help on this please

maven dependency : 

<dependency>
<groupId>com.microsoft.azure</groupId>
<artifactId>azure-eventhubs</artifactId>
<version>3.0.0</version>
</dependency>

public static void main(String[] args)
throws EventHubException, ExecutionException, InterruptedException, IOException {

final ConnectionStringBuilder connectionStringBuilder = new ConnectionStringBuilder()
        .setNamespaceName("myeventhubnamespace")
        .setEventHubName("myeventhubname")
        .setSasKeyName("RootManageSharedAccessKey")
        .setSasKey("xxxxxxxxxxxxxxxxx");

ProxySelector.setDefault(new ProxySelector() {
@Override
public List<Proxy> select(URI uri) {
        LinkedList<Proxy> proxies = new LinkedList<>();
        proxies.add(new Proxy(Proxy.Type.HTTP, new InetSocketAddress("xxx.xxxx.xxxx", 8085)));
return proxies;
    }
@Override
public void connectFailed(URI uri, SocketAddress sa, IOException ioe) {
// trace and follow up on why proxy server is down
}
});
// step-2: configure EventHubClient transport to AmqpWebSockets
connectionStringBuilder.setTransportType(TransportType.AMQP_WEB_SOCKETS);


// step-2: configure EventHubClient transport to AmqpWebSockets
ScheduledExecutorService executorService = null;
try {
    executorService = Executors.newScheduledThreadPool(1);
    EventHubClient ehClient = EventHubClient.createSync(connectionStringBuilder.toString(), executorService);
    ehClient.sendSync(EventData.create("Test Message".getBytes()));
}finally {
    executorService.shutdown();
}
}
Exception stacktrace 
Exception in thread "main" com.microsoft.azure.eventhubs.EventHubException: org.apache.qpid.proton.engine.TransportException: proxy connect request failed with error: HTTP/1.0 200 Connection established


at com.microsoft.azure.eventhubs.impl.ExceptionUtil.toException(ExceptionUtil.java:60)
at com.microsoft.azure.eventhubs.impl.MessagingFactory.onConnectionError(MessagingFactory.java:264)
at com.microsoft.azure.eventhubs.impl.ConnectionHandler.onTransportError(ConnectionHandler.java:171)
at org.apache.qpid.proton.engine.BaseHandler.handle(BaseHandler.java:191)
at org.apache.qpid.proton.engine.impl.EventImpl.dispatch(EventImpl.java:108)
at org.apache.qpid.proton.reactor.impl.ReactorImpl.dispatch(ReactorImpl.java:324)
at org.apache.qpid.proton.reactor.impl.ReactorImpl.process(ReactorImpl.java:291)
at com.microsoft.azure.eventhubs.impl.MessagingFactory$RunReactor.run(MessagingFactory.java:490)
at java.util.concurrent.Executors$RunnableAdapter.call(Executors.java:511)
at java.util.concurrent.FutureTask.run(FutureTask.java:266)
at java.util.concurrent.ScheduledThreadPoolExecutor$ScheduledFutureTask.access$201(ScheduledThreadPoolExecutor.java:180)
at java.util.concurrent.ScheduledThreadPoolExecutor$ScheduledFutureTask.run(ScheduledThreadPoolExecutor.java:293)
at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1142)
at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:617)
at java.lang.Thread.run(Thread.java:745)