I had the same Problem for SSH and FTP. You have to add this in your proxy Config:
AllowCONNECT 443 563 21 22
by default this value is set to port 443 and 563, and only these ports are allowed to use the connect method, with the directiv obove you enable also FTP and SSH defaultports. See: http://httpd.apache.org/docs/2.2/mod/mod_proxy.html#allowconnect for more details.
EDIT: Since Apache version 2.4 you can also specify portranges to allow multiple ports at once like this:
AllowCONNECT 20-30