Problem

The guard introduced in #10324 —

if "http_client" not in client_kwargs:
    client_kwargs["http_client"] = httpx.Client(transport=HTTPTransport(...))

— caused a use-after-close bug that makes every multi-turn session fail with APIConnectionError("Connection error.") starting from the second API call.

Root Cause

_create_request_openai_client() does a shallow copy of self._client_kwargs:

request_kwargs = dict(self._client_kwargs)   # shallow copy
return self._create_openai_client(request_kwargs, reason=reason, shared=False)

Because the copy is shallow, every per-request OpenAI client receives the same httpx.Client reference as the shared/init client.

OpenAI.close() calls httpx.Client.close() internally, which marks the underlying transport as closed. After the first per-request client is closed (e.g. after a tool-call result is processed), the shared httpx.Client stored in self._client_kwargs["http_client"] is already closed. The next OpenAI client created from the same _client_kwargs inherits the closed transport and immediately raises APIConnectionError("Connection error.") without even attempting a network connection.

Observed symptom: session consistently works for the first LLM call (initial response / tool decision), then fails on every subsequent call (processing tool results, follow-up turns).

Fix

Remove the if "http_client" not in client_kwargs: guard so that _create_openai_client() always instantiates a fresh httpx.Client. Per-request clients now own their own transport; closing one does not affect any other client.

As a bonus, also forward HTTPS_PROXY / HTTP_PROXY environment variables explicitly. httpx normally reads proxy env vars automatically, but that behaviour is bypassed when a custom transport= is supplied — so users behind proxies would silently get no proxy support despite setting the standard env vars.

Verification

# Two consecutive _run_codex_stream calls — both succeed with independent httpx clients
c1 = agent._create_request_openai_client(reason="test_req_1")
r1 = agent._run_codex_stream(api_kwargs, client=c1)   # SUCCESS
agent._close_request_openai_client(c1, ...)            # closes httpx_1

c2 = agent._create_request_openai_client(reason="test_req_2")
# c2._client is a NEW httpx.Client (not the closed httpx_1)
r2 = agent._run_codex_stream(api_kwargs, client=c2)   # SUCCESS ✓