### 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
OnRequestError(status);
    return;
  }
  if (result == net::ERR_IO_PENDING) {
    
    
    
    
    
    if (proxied_client_receiver_.is_bound())
      proxied_client_receiver_.Pause();
    
    
    if (header_client_receiver_.is_bound())
      header_client_receiver_.Pause();
    return;
  }
  DCHECK_EQ(net::OK, result);
  continuation.Run(net::OK);
}
void ProxyingURLLoaderFactory::InProgressRequest::FollowRedirect(
    const std::vector<std::string>& removed_headers,
    const net::HttpRequestHeaders& modified_headers,
    const net::HttpRequestHeaders& modified_cors_exempt_headers,
    const absl::optional<GURL>& new_url) {
  if (new_url)
    request_.url = new_url.value();
  for (const std::string& header : removed_headers)
    request_.headers.RemoveHeader(header);
  request_.headers.MergeFrom(modified_headers);