What version of Go are you using (go version)?

$ go version
go version go1.11.1 linux/amd64

Does this issue reproduce with the latest release?

I checked https://golang.org/src/net/http/transport.go?s=3628:10127#L93 using godoc and it has no handling for Proxies with schemes other than http(s)/socks5, so yes.

What operating system and processor architecture are you using (go env)?

$ go env
GOARCH="amd64"
GOBIN=""
GOCACHE="/Users/xxx/.cache/go-build"
GOEXE=""
GOFLAGS=""
GOHOSTARCH="amd64"
GOHOSTOS="linux"
GOOS="linux"
GOPATH="/Users/xxx/go"
GOPROXY=""
GORACE=""
GOROOT="/usr/local/go"
GOTMPDIR=""
GOTOOLDIR="/usr/local/go/pkg/tool/linux_amd64"
GCCGO="gccgo"
CC="gcc"
CXX="g++"
CGO_ENABLED="1"
GOMOD="/Users/xxxx/src/devops-automation/go.mod"
CGO_CFLAGS="-g -O2"
CGO_CPPFLAGS=""
CGO_CXXFLAGS="-g -O2"
CGO_FFLAGS="-g -O2"
CGO_LDFLAGS="-g -O2"
PKG_CONFIG="pkg-config"
GOGCCFLAGS="-fPIC -m64 -pthread -fmessage-length=0 -fdebug-prefix-map=/tmp/go-build522908579=/tmp/go-build -gno-record-gcc-switches"

What did you do?

dt.RegisterProtocol("ssh", proxy.NewSSHTransport(bastionHost))

NewSSHTransport returns an http.Transport which has Dial() which ensures a tunnel is open and then calls ssh.Client.Dial() on the open client to create a tunneled connection

    dt.Proxy() -> url.URL{Scheme: "ssh", Host: bastionHost+":22"}
    req := http.NewRequest("GET", "http://testurl.com", nil)

What did you expect to see?

sshTransport Dial to be used for the proxy

What did you see instead?

DefaultTransport Dial was used for the proxy.

It would be nice not to have to rewrite RoundTrip to allow additional proxy schemes.
I think that this could be solved by checking if either Request Scheme or Proxy Scheme use a different transport and then delegating the rest of the request to the scheme's Transport.