#### Is your feature request related to a problem? Please describe.
Axios 0.21.1 does not cope with requests through proxy to secured URLs - HTTP code 501 is received.
I'm behind corporate network. When I try to launch the following code, the error 501 is received:
```
const axios = require("axios");

axios.get('https://jsonplaceholder.typicode.com/todos/12', {
    proxy: {
        protocol: 'http',
        host: 'corporate.proxy',
        port: 9000
    },
})
    .then(response => response.data)
    .then(data => console.log(data))
    .catch((error) => {
        const errorMessage = error.message;
        const responseData = error.response && error.response.data;
        console.log('error')
        console.log(`${errorMessage}${
            responseData
            && typeof responseData === 'object'
                ? `: ${JSON.stringify(responseData)}`
                : ''}`)
    });
```

Requests made to unsecured URLs - http protocol - with or without proxy settings succeed.

#### Describe the solution you'd like
Fix or implement please a possibility to perform requests to secured URLs - https protocol - through proxy.

#### Describe alternatives you've considered
Instead of using "axios" module, the module "axios-https-proxy-fix" solves the issue. However, it's some old fix. And most probably does not update to new features that original Axios may bring. Definitely I would like to stick to primary.

#### Additional context
No solution is found around the original source.

lib/adapters/http.js
transitional.clarifyTimeoutError ? AxiosError.ETIMEDOUT : AxiosError.ECONNABORTED,
          config,
          req
        ));
      });
    }
    if (config.cancelToken || config.signal) {
      
      
      onCanceled = function(cancel) {
        if (req.aborted) return;
        req.abort();
        reject(!cancel || cancel.type ? new CanceledError(null, config, req) : cancel);
      };
      config.cancelToken && config.cancelToken.subscribe(onCanceled);
      if (config.signal) {
        config.signal.aborted ? onCanceled() : config.signal.addEventListener('abort', onCanceled);
      }
    }
    
    if (utils.isStream(data)) {
      data.on('error', function handleStreamError(err) {
        reject(AxiosError.from(err, config, null, req));
      }).pipe(req);
    } else {
      req.end(data);
    }
  });
};