Unable to automatically install 'Zstd'

For a regular HTTP proxy, this is what you should get

$ telnet localhost 8118
Connected to localhost.
Escape character is ‘^]’.
GET http://cnn.com HTTP/1.0

HTTP/1.1 301 Moved Permanently
Connection: close
Content-Length: 0
Server: Varnish
Retry-After: 0
Cache-Control: public, max-age=600
Location: http://www.cnn.com/
Accept-Ranges: bytes
Date: Fri, 07 Jan 2022 08:12:28 GMT
Via: 1.1 varnish
Set-Cookie: countryCode=GB; Domain=.cnn.com; Path=/; SameSite=Lax
Set-Cookie: stateCode=KEC; Domain=.cnn.com; Path=/; SameSite=Lax
Set-Cookie: geoData=kensington and chelsea|KEC|sw3 1aa|GB|EU|0|broadband|51.500|-0.160; Domain=.cnn.com; Path=/; SameSite=Lax
X-Served-By: cache-lon4277-LON
X-Cache: HIT
X-Cache-Hits: 0