You don’t have to answer EVERY post with low-quality responses.
This is not about a GPT, it is API use of assistants.
The first thing to check is if there is even a proxy server being used, being set in the OS, known to be there by the poster with a purpose (or created by malware). Then find out if the Python environment is receiving an incorrect environment varialble somehow. Here’s a post of mine to disable any OS-set proxy setting:
An example of the code that is used for calling the API would be far more helpful in finding out what is going wrong. Select the </> button in the forum’s editor to mark the pasted code as preformatted text when posting.