The Python agent does not read the standard HTTPSPROXY env var; it uses its own NEWRELICPROXYHOST (plus NEWRELICPROXYPORT and related NEWRELICPROXY* settings). Setting NEWRELICPROXYHOST=$httpsproxy resolved the reporter's registration failure immediately. Same issue also caused an unrelated-looking httpx instrumentation crash ('NoneType' object has no attribute 'process_response'), which was fixed in the following agent release.
Source: https://github.com/newrelic/newrelic-python-agent/issues/128
Source: https://github.com/newrelic/newrelic-python-agent/issues/128