After succesfully working with 1 squid proxy for more than 3 years, we
are having problems using a two tier hierarchy approach:
mainproxy.domain.com ---> allowed to connect to the outside world
secondsiteproxy.domain.com --> Set up with the following options in
squid.conf:
cache_peer  mainproxy.domain.com parent 3128 3130 no-query default
Users going through the secondsiteproxy can do GET HEAD and POST, but
CONNECT (to a bank's java application for example) will only work if the
users connect only to the first proxy.

Is it possible to do a CONNECT through more than 1 proxy?  

If not, is there any way to have non CONNECT requests go to the
secondsiteproxy and CONNECT requests to the mainproxy.domain.com?

Both proxies are RedHat 9, with the latest patches.

Thanks,
Rafael




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