### Preflight Checklist

* [x] I have read the [Contributing Guidelines](https://github.com/electron/electron/blob/master/CONTRIBUTING.md) for this project.
* [x] I agree to follow the [Code of Conduct](https://github.com/electron/electron/blob/master/CODE_OF_CONDUCT.md) that this project adheres to.
* [x] I have searched the issue tracker for an issue that matches the one I want to file, without success.

### Issue Details

* **Electron Version:**
* 9.0.0, 9.2.0, 9.2.1 0 All broken

* **Operating System:**
  * Windows 10 (1809)
* **Last Known Working Electron version:**
  * 8.5.0

### Expected Behavior
When requesting url's and having a socket connect, when it is rejected with proxy authentication required, consistently try again with the proxy authentication credentials.

### Actual Behavior
See logs - good and bad.
In the good logs, electron always makes a 2nd socket request with the proxy authentication headers and succeeds. In the bad logs, electron does not make a 2nd socket request.
Note that for the first socket request on a web page, it works, but when a second socket is opened to make requests it seems to fail.

### To Reproduce
Be behind a NTLM proxy that requires authentication for a domain
Visit a website that makes multiple requests so that multiple sockets are opened.

shell/browser/net/proxying_url_loader_factory.cc
const net::RedirectInfo& redirect_info,
    network::mojom::URLResponseHeadPtr head) {
  
  if (current_request_uses_header_client_) {
    
    
    auto saved_headers = current_response_->headers;
    current_response_ = std::move(head);
    
    
    
    if (saved_headers)
      current_response_->headers = saved_headers;
    ContinueToBeforeRedirect(redirect_info, net::OK);
  } else {
    current_response_ = std::move(head);
    HandleResponseOrRedirectHeaders(
        base::BindOnce(&InProgressRequest::ContinueToBeforeRedirect,
                       weak_factory_.GetWeakPtr(), redirect_info));
  }
}
void ProxyingURLLoaderFactory::InProgressRequest::OnUploadProgress(
    int64_t current_position,
    int64_t total_size,
    OnUploadProgressCallback callback) {
  target_client_->OnUploadProgress(current_position, total_size,
                                   std::move(callback));
}
void ProxyingURLLoaderFactory::InProgressRequest::OnReceiveCachedMetadata(