A Requests Proxy Dictionary Doesn’t Build a Chain
Distinguish Requests route selection and proxy rotation from an actual sequence of proxy hops.
The http and https entries in a Requests proxy dictionary select routes for destination schemes. They do not mean “connect to the first proxy, then the second.”
Likewise, a loop that selects one endpoint for each request rotates proxies. Each request still uses the selected route. An array with several addresses does not create a tunnel through all of them.
A real chain needs a connector or upstream-proxy arrangement that establishes the successive hops. Combining an application proxy with a process wrapper is one possible nested arrangement, subject to the wrapper's interception limits. Each hop must support the required protocol, authentication, and destination connection. Requests' ordinary proxy dictionary does not describe that negotiation.
Write down the intended path before choosing an implementation. For a permitted public pool, the free proxy list offers candidates whose protocols must fit the selected implementation. A fallback list, a rotation pool, and a chain solve different routing problems, even when all three start with the same list of IP addresses.