For HTTPS sites, Chrome asks the proxy to open a tunnel (an HTTP CONNECT) to the destination. This error means the proxy was reached but the tunnel was not: the proxy refused the request, demanded sign-in that failed, or could not reach the site itself. The fault sits with the proxy or its rules far more often than with the website.
If the tunnel fails for one specific site through a required work or school proxy, the proxy administrator is the only one who can see why; give them the site, the time, and the exact error text. There is no visitor-side setting that overrides a proxy's refusal.
What is a proxy tunnel? For an HTTPS site, the proxy cannot see inside the encrypted traffic, so the browser asks it to open a raw tunnel to the site and passes encrypted data through it. The CONNECT request that opens the tunnel is what failed here.
Can the website itself cause ERR_TUNNEL_CONNECTION_FAILED? Almost never directly. The website never sees the request; the failure happens between the browser and the proxy or between the proxy and the site, and the proxy's own reachability or rules decide it.