### 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
DCHECK_EQ(info_->url, request_.url)
      << "UpdateRequestInfo must have been called first";
  
  
  
  base::RepeatingCallback<void(int)> continuation;
  if (current_request_uses_header_client_) {
    continuation = base::BindRepeating(
        &InProgressRequest::ContinueToStartRequest, weak_factory_.GetWeakPtr());
  } else if (for_cors_preflight_) {
    
    return;
  } else {
    continuation =
        base::BindRepeating(&InProgressRequest::ContinueToBeforeSendHeaders,
                            weak_factory_.GetWeakPtr());
  }
  redirect_url_ = GURL();
  int result = factory_->web_request_api()->OnBeforeRequest(
      &info_.value(), request_, continuation, &redirect_url_);
  if (result == net::ERR_BLOCKED_BY_CLIENT) {
    
    
    network::URLLoaderCompletionStatus status(result);