This is most likely due to the requests having an "Expect: 100-Continue" header included. Saxo doesn't support this header and the requests will therefore get stuck waiting for the response and only return after a timeout is hit after a few seconds.
We've experienced that some HTTP clients automatically add this header to all requests, so either check the documentation of the HTTP library, or use a tool like Fiddler to inspect the requests that are sent out for the presence of this header.
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