Tableau Fails To Connect to Amazon Athena through Proxy With Error Code 37CE01A3

Issue

Tableau Desktop cannot connect to Amazon Athena through proxy server if system proxy is turned on in internet options on the system.
The following error occurs after 90 seconds.

An error occurred while communicating with Amazon Athena
Bad Connection: Tableau could not connect to the data source.
Error Code: 37CE01A3
Deadline Exceeded
Unable to connect to the Amazon Athena server "athena.xxxxx.amazonaws.com". Check that the server is running and that you have access privileges to the requested database.

Environment

Tableau Desktop 2019.4.2 and later, 2020.1
Tableau Server 2019.4.2 and later, 2020.1
Tableau Prep Builder
Windows OS
Amazon Athena (JDBC Driver)
System Proxy is turned on in Internet Options of Windows

"Use the same proxy for all protocols" is checked or Proxy Server is specified for Socks Protocol

Specified Proxy Server doesn't support SOCKS 5 connection

Resolution

If you have configured proxy settings in Athena.properties, you may need to remove those settings, if you have also configured them at the OS level.

Option 1:

If your proxy server doesn't support SOCKS, Disable "Use the same proxy for all protocols" and make sure Socks protocol fields are blank.
User-added image

Option 2:

If your proxy server does support SOCKS, but you prefer to use HTTP proxy for Athena, configure it in athena.properties.
Add an exception to the proxy dialog for Athena.

Note: The above example uses the zone for us-east-1, use the correct zone for your service. Use the full hostname without wildcards.

Cause

With Tableau Desktop 2019.4.2 and later, due to a design change Tableau Desktop prioritizes the system proxy setting and overrides the proxy setting in Athena properties. Tableau Desktop attempts to use Socks protocol with the above environment/configuration, and if the proxy server does not support Socks protocol, Athena JDBC driver does not work to connect to the data source.
By disabling the the option "Use the same proxy for all protocols" and leaving the Socks field blank, Tableau Desktop does not try to use Socks and Athena JDBC driver works via HTTP and the connection works.