### 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 network::URLLoaderCompletionStatus& status) {
  if (target_client_)
    target_client_->OnComplete(status);
  factory_->web_request_api()->OnErrorOccurred(&info_.value(), request_,
                                               status.error_code);
  
  factory_->RemoveRequest(network_service_request_id_, request_id_);
}
ProxyingURLLoaderFactory::ProxyingURLLoaderFactory(
    WebRequestAPI* web_request_api,
    const HandlersMap& intercepted_handlers,
    int render_process_id,
    int frame_routing_id,
    int view_routing_id,
    uint64_t* request_id_generator,
    std::unique_ptr<extensions::ExtensionNavigationUIData> navigation_ui_data,
    absl::optional<int64_t> navigation_id,
    network::mojom::URLLoaderFactoryRequest loader_request,
    mojo::PendingRemote<network::mojom::URLLoaderFactory> target_factory_remote,
    mojo::PendingReceiver<network::mojom::TrustedURLLoaderHeaderClient>
        header_client_receiver,
    content::ContentBrowserClient::URLLoaderFactoryType loader_factory_type)
    : web_request_api_(web_request_api),
      intercepted_handlers_(intercepted_handlers),
      render_process_id_(render_process_id),
      frame_routing_id_(frame_routing_id),
      view_routing_id_(view_routing_id),
      request_id_generator_(request_id_generator),
      navigation_ui_data_(std::move(navigation_ui_data)),
      navigation_id_(std::move(navigation_id)),