Add block to catch connection and proxy errors

This allows us to output a more specific error message to help users in
common cases.

docs/html/user_guide.rst

@@ -788,7 +788,10 @@ archives are built with identical packages.
     to use such a package, see :ref:`Controlling
     setup_requires<controlling-setup-requires>`.
 
-.. _`Using pip from your program`:
+Fixing network errors
+=====================
+
+TODO
 
 Fixing conflicting dependencies
 ===============================

src/pip/_internal/index/collector.py

@@ -13,7 +13,7 @@
 
 from pip._vendor import html5lib, requests
 from pip._vendor.distlib.compat import unescape
-from pip._vendor.requests.exceptions import RetryError, SSLError
+from pip._vendor.requests.exceptions import ProxyError, RetryError, SSLError
 from pip._vendor.six.moves.urllib import parse as urllib_parse
 from pip._vendor.six.moves.urllib import request as urllib_request
 
@@ -460,6 +460,16 @@ def _get_html_page(link, session=None):
     except SSLError as exc:
         reason = "There was a problem confirming the ssl certificate"
         logger.warning("Could not fetch URL %s: %s: %s", link, reason, exc)
+    except (requests.ConnectTimeout, ProxyError):
+        template = (
+            "Skipping URL %s since the connection timed out. This is likely "
+            "caused by a misconfigured network or proxy."
+        )
+        logger.warning(template, link)
+        logger.warning(
+            "For help, visit "
+            "https://pip.pypa.io/en/latest/user_guide/#fixing-network-errors"
+        )
     except requests.ConnectionError as exc:
         reason = "connection error"
         logger.warning("Could not fetch URL %s: %s: %s", link, reason, exc)