If you're having trouble connecting to an authenticated SOAP service there's something important to note here.
__doRequest() is only used when a SOAPClient function is called, NOT when the WSDL if fetched and parsed. That means if your WSDL file is not publicly accessible but also resides behind your authentication it won't be accessible by default. Instead you'll have to create an overloaded stream wrapper and register it for whatever protocol (probably HTTP) you'll be using.