Let me summarize the thread:

The UPS module uses drupal_http_request() to connect to the UPS server via HTTPS.

GoDaddy requires a proxy for outgoing HTTPS requests, but drupal_http_request() doesn't support proxies.

Therefore, the UPS module won't work as written on GoDaddy.

A workaround might be to patch core Drupal to support proxies, as mentioned in a previous post - but no one has said that patch works.

A fix on the Ubercart side would involve re-writing the UPS module to use cURL instead of drupal_http_request(). Lots of work just to deal with a problem that is not Ubercart's fault. What should be done IMNSHO is for Drupal to fix drupal_http_request() so it supports proxies - that has been in the Drupal issue queue for 4 YEARS. (Yes, FOUR YEARS). I'm not holding my breath...

Additionally, a common problem faced by people trying to get UPS to work is that drupal_http_request() requires SSL support for HTTPS requests. This is an implicit dependency - it's not mentioned explicitly anywhere in the Drupal documentation. So, PHP must be installed with OpenSSL enabled. Any host that doesn't have OpenSSL support will not be able to use the UPS module.