#### Describe the bug
The irrelevant error returned when requesting illegal URL, like: "tel:484-695-3408"
```
TypeError: Cannot read property 'replace' of null
    at dispatchHttpRequest (node_modules/axios/lib/adapters/http.js:109:74)
    at new Promise (<anonymous>)
    at httpAdapter (node_modules/axios/lib/adapters/http.js:46:10)
    at dispatchRequest (node_modules/axios/lib/core/dispatchRequest.js:52:10)
```

#### To Reproduce
```js
axios.get('tel:484-695-3408').catch(err => console.error(err));
```

#### Expected behavior
Return descriptive error, like "Unsupported protocol tel:"

#### Environment
 - Axios Version: 0.21.1
 - Adapter: HTTP
 - Browser: none
 - Browser Version: none
 - Node.js Version: 12.19.0
 - OS: MacOS 10.14
 - Additional Library Versions: none

#### Additional context/Screenshots
none
test/unit/adapters/http.js
it('should display error while parsing params', function (done) {
    server = http.createServer(function () {
      
    }).listen(4444, function () {
      axios.get('http://localhost:4444/', {
        params: {
          errorParam: new Date(undefined),
        },
      }).catch(function (err) {
        assert.deepEqual(err.exists, true)
        done();
      });
    });
  });
  it('should support sockets', function (done) {
    // D
    var socketName = './test.sock';
    if (process.platform === 'win32') {
      socketName = '\\\\.\\pipe\\libuv-test';
    }
    server = net.createServer(function (socket) {
      socket.on('data', function () {
        socket.end('HTTP/1.1 200 OK\r\n\r\n');
      });
    }).listen(socketName, function () {
      axios({
        socketPath: socketName,
        url: '/'
      })
        .then(function (resp) {