connect

upstreamLn, err := net.Listen("tcp", "127.0.0.1:0")
if err != nil {
	panic(err)
}
defer upstreamLn.Close()

done := make(chan struct{})
go func() {
	defer close(done)
	conn, err := upstreamLn.Accept()
	if err == nil {
		_, _ = io.Copy(io.Discard, conn)
		_ = conn.Close()
	}
}()

server := httptest.NewServer(New(Options{}))
defer server.Close()

conn, err := net.Dial("tcp", strings.TrimPrefix(server.URL, "http://"))
if err != nil {
	panic(err)
}
defer conn.Close()

_, _ = fmt.Fprintf(conn, "CONNECT %s HTTP/1.1\r\nHost: %s\r\n\r\n", upstreamLn.Addr().String(), upstreamLn.Addr().String())
line, err := bufio.NewReader(conn).ReadString('\n')
if err != nil {
	panic(err)
}

fmt.Println(strings.TrimSpace(line))
_ = conn.Close()
<-done

Output:
HTTP/1.1 200 Connection Established