HTTPSocket ... 407 Error

I would like some help on how to configure the network settings to connect to the Internet on a network that uses an automatic proxy configuration script, because I am not sure how HTTPSocket uses (or should use) a PAC file.

I managed to set (what I assume is) the proxy auto-config (PAC) file, using "HTTPSocket proxySettingsFileName:" but I still get the - not very helpful - "Error: Could not access ... blah blah".

When I tried to debug it (still finding my feet here), I have been stepping through MCHttpRepository and HTTPSocket methods and I could not find anywhere where the PAC file was used at all?  On the "stack top" in the httpGet method of HTTPSocket I did notice the "407 Proxy Authentication Required" error (see screenshot), but rather than that it seems to simply display a hard-coded "Could not access" message.

Is the proxySettingsFileName used at all?  Has anyone managed to connect using a PAC file?