Using Terraform v0.12.5 on windows 10 behind a corporate proxy

When I run terraform init Then I got

Initializing the backend...

Initializing provider plugins...
- Checking for available provider plugins...

Error verifying checksum for provider "helm"
The checksum for provider distribution from the Terraform Registry
did not match the source. This may mean that the distributed files
were changed after this version was released to the Registry.

...

Error: unable to verify checksum

For my teamates, it works fine (same terraform version but in a linux environment and using a VPN. No proxy hell for them).

I set the proxy as env variabes (HTTP_PROXY and HTTPS_PROXY).

If I don't set them, I've got

Error: error validating provider credentials: error calling sts:GetCallerIdentity: RequestError: send request failed
caused by: Post https://sts.amazonaws.com/: dial tcp --.--.--.--:443: connectex: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond.

instead.

I think this is a network problem but the error above is not verbose at all.