### 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
network::ResourceRequest request = original_request;
  if (ShouldIgnoreConnectionsLimit(request)) {
    request.priority = net::RequestPriority::MAXIMUM_PRIORITY;
    request.load_flags |= net::LOAD_IGNORE_LIMITS;
  }
  
  auto it = intercepted_handlers_.find(request.url.scheme());
  if (it != intercepted_handlers_.end()) {
    mojo::PendingRemote<network::mojom::URLLoaderFactory> loader_remote;
    this->Clone(loader_remote.InitWithNewPipeAndPassReceiver());
    
    it->second.second.Run(
        request, base::BindOnce(&ElectronURLLoaderFactory::StartLoading,
                                std::move(loader), request_id, options, request,
                                std::move(client), traffic_annotation,
                                std::move(loader_remote), it->second.first));
    return;
  }
  
  
  
  
  if (IsForServiceWorkerScript() && request.url.SchemeIsFile()) {
    asar::CreateAsarURLLoader(
        request, std::move(loader), std::move(client),
        base::MakeRefCounted<net::HttpResponseHeaders>(""));
    return;
  }
  if (!web_request_api()->HasListener()) {