### 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
return loader_factory_type_ == content::ContentBrowserClient::
                                     URLLoaderFactoryType::kServiceWorkerScript;
}
void ProxyingURLLoaderFactory::InProgressRequest::OnLoaderCreated(
    mojo::PendingReceiver<network::mojom::TrustedHeaderClient> receiver) {
  header_client_receiver_.Bind(std::move(receiver));
  if (for_cors_preflight_) {
    
    
    
    header_client_receiver_.set_disconnect_handler(base::BindOnce(
        &ProxyingURLLoaderFactory::InProgressRequest::OnRequestError,
        weak_factory_.GetWeakPtr(),
        network::URLLoaderCompletionStatus(net::ERR_FAILED)));
  }
}
void ProxyingURLLoaderFactory::InProgressRequest::OnBeforeSendHeaders(
    const net::HttpRequestHeaders& headers,
    OnBeforeSendHeadersCallback callback) {
  if (!current_request_uses_header_client_) {
    std::move(callback).Run(net::OK, absl::nullopt);
    return;
  }
  request_.headers = headers;
  on_before_send_headers_callback_ = std::move(callback);
  ContinueToBeforeSendHeaders(net::OK);
}
void ProxyingURLLoaderFactory::InProgressRequest::OnHeadersReceived(