### 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
loader_factory_type_(loader_factory_type) {
  target_factory_.Bind(std::move(target_factory_remote));
  target_factory_.set_disconnect_handler(base::BindOnce(
      &ProxyingURLLoaderFactory::OnTargetFactoryError, base::Unretained(this)));
  proxy_receivers_.Add(this, std::move(loader_request));
  proxy_receivers_.set_disconnect_handler(base::BindRepeating(
      &ProxyingURLLoaderFactory::OnProxyBindingError, base::Unretained(this)));
  if (header_client_receiver)
    url_loader_header_client_receiver_.Bind(std::move(header_client_receiver));
  ignore_connections_limit_domains_ = base::SplitString(
      base::CommandLine::ForCurrentProcess()->GetSwitchValueASCII(
          switches::kIgnoreConnectionsLimit),
      ",", base::TRIM_WHITESPACE, base::SPLIT_WANT_NONEMPTY);
}
bool ProxyingURLLoaderFactory::ShouldIgnoreConnectionsLimit(
    const network::ResourceRequest& request) {
  for (const auto& domain : ignore_connections_limit_domains_) {
    if (request.url.DomainIs(domain)) {
      return true;
    }
  }
  return false;
}
void ProxyingURLLoaderFactory::CreateLoaderAndStart(
    mojo::PendingReceiver<network::mojom::URLLoader> loader,
    int32_t request_id,
    uint32_t options,
    const network::ResourceRequest& original_request,
    mojo::PendingRemote<network::mojom::URLLoaderClient> client,
    const net::MutableNetworkTrafficAnnotationTag& traffic_annotation) {