### 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
mojo_base::BigBuffer data) {
  target_client_->OnReceiveCachedMetadata(std::move(data));
}
void ProxyingURLLoaderFactory::InProgressRequest::OnTransferSizeUpdated(
    int32_t transfer_size_diff) {
  target_client_->OnTransferSizeUpdated(transfer_size_diff);
}
void ProxyingURLLoaderFactory::InProgressRequest::OnStartLoadingResponseBody(
    mojo::ScopedDataPipeConsumerHandle body) {
  target_client_->OnStartLoadingResponseBody(std::move(body));
}
void ProxyingURLLoaderFactory::InProgressRequest::OnComplete(
    const network::URLLoaderCompletionStatus& status) {
  if (status.error_code != net::OK) {
    OnRequestError(status);
    return;
  }
  target_client_->OnComplete(status);
  factory_->web_request_api()->OnCompleted(&info_.value(), request_,
                                           status.error_code);
  
  factory_->RemoveRequest(network_service_request_id_, request_id_);
}
bool ProxyingURLLoaderFactory::IsForServiceWorkerScript() const {