After sending an INVITE request I receive a trying answer, and immidietly after that I receive error 407 (proxy authentication required). After sending ACK & another INVITE with the proxy header I receive session progress about 1/4 of the time! Other times it just sends 407 error again & again.
Any ideas?
The 407 responses are part of the SIP challenge-response authentication mechanism, see this SIP INVITE example.
If you get a 407 response to an INVITE request that you HAVE sent with an authentication header (for example WWW-Authenticate) it means the SIP server that received the request was not happy with it and wants you to try again. Common reasons for the authentication header failing are: