SOAP Client - NTLM authentication

I'm trying to call a SOAP web service which is implemented in .NET Classic and requires NTLM authentication. The client class was generated by %SOAP.WSDL.Reader. The problem is that neither NTLM authentication works nor can I handle the exception since VSCode debugger says that all meaningful fields and properties are empty (the same request works fine in Postman):

ClassMethod Test()
{
    #Dim client as My.Client
    Set client = ##class(My.Client).%New()
    Try
    {
        Set client.SSLConfiguration = "SSL"
        Set client.Location = "https://server/service.asmx"
        Set client.HttpInitiateAuthentication = "NTLM"
        Set client.HttpUsername = "domain\username"
        Set client.HttpPassword = "password"

        ...


        Set result = client.SomeMethod(inputParams, .outputParams)
        Write result, !
    }
    Catch ex
    {

        Set displayString = ex.DisplayString() // contains ''<ZSOAP> 64 InvokeClient+251^%SOAP.WebClient.1"
        Set fault = client.SoapFault // empty
        Set statusCode = client.HttpResponse.StatusCode // empty
        Set stream = client.HttpResponse.Data // empty
        Write stream, !
    }
}

Do you have any suggestions what I'm doing wrong?