youtube-dl giving 407 Proxy Authorization Required after some minutes

I'm using the following command on a windows terminal:

youtube-dl -ciw --proxy myuser::8080 ""

to download a channel/playlist. Everything went ok. The first n videos are downloaded, but after some minutes youtube-dl give me this error:

 ... [download] Downloading video 79 of 81 [youtube] nhGbFcIW7bc: Downloading webpage ERROR: Unable to download webpage: <urlopen error Tunnel connection failed: 407 Proxy Authorization Required> (caused by URLError(OSError('Tunnel connection failed: 407 Proxy Authorization Required',),)) [download] Downloading video 80 of 81 ...

I guess that's because some proxy configuration that makes the connection/socket to expire.

Is there a way to keep up my proxy active and validated until youtube-dl finishes its job?

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