Setting up an HTTPS proxy
Use Drony. You change type in settings from default http to https. Be careful about HTTPS proxy certificate. If it's self signed there is option to trust all certs in settings. But then you can have mitm so it's not very secure. 
There is nice blog about setting up whole configuration. 
http://blog.habets.pp.se/2014/09/Secure-browser-to-proxy-communication---again

by Drony support