### 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
redirect_info.new_url = redirect_url_;
  redirect_info.new_site_for_cookies =
      net::SiteForCookies::FromUrl(redirect_url_);
  auto head = network::mojom::URLResponseHead::New();
  std::string headers = base::StringPrintf(
      "HTTP/1.1 %i Internal Redirect\n"
      "Location: %s\n"
      "Non-Authoritative-Reason: WebRequest API\n\n",
      kInternalRedirectStatusCode, redirect_url_.spec().c_str());
  
  
  
  
  
  
  if (request_.request_initiator &&
      (!url::Origin::Create(redirect_url_)
            .IsSameOriginWith(url::Origin::Create(request_.url)) &&
       !request_.request_initiator->IsSameOriginWith(
           url::Origin::Create(request_.url)))) {
    
    request_.request_initiator = url::Origin();
  }
  head->headers = base::MakeRefCounted<net::HttpResponseHeaders>(
      net::HttpUtil::AssembleRawHeaders(headers));
  head->encoded_data_length = 0;
  current_response_ = std::move(head);
  ContinueToBeforeRedirect(redirect_info, net::OK);
}
void ProxyingURLLoaderFactory::InProgressRequest::ContinueToBeforeSendHeaders(