Solved.
nytimes needs https, however, calibre currently ignore https proxy setting. After modified /src/calibre/__init__.py, the nytimes recipe works again.
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https_proxy = get_proxies().get('https', None)
if https_proxy:
opener.set_proxies({'https':http_proxy})
if http_proxy and https_proxy:
opener.set_proxies({'https':http_proxy, 'http':http_proxy})
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