#### 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
lib/adapters/http.js
'use strict';
var utils = require('./../utils');
var settle = require('./../core/settle');
var buildFullPath = require('../core/buildFullPath');
var buildURL = require('./../helpers/buildURL');
var http = require('http');
var https = require('https');
var httpFollow = require('follow-redirects').http;
var httpsFollow = require('follow-redirects').https;
var url = require('url');
var zlib = require('zlib');
var VERSION = require('./../env/data').version;
var createError = require('../core/createError');
var enhanceError = require('../core/enhanceError');
var transitionalDefaults = require('../defaults/transitional');
var Cancel = require('../cancel/Cancel');
var isHttps = /https:?/;
/**
 *
 * @param {http.ClientRequestArgs} options
 * @param {AxiosProxyConfig} proxy
 * @param {string} location
 */
function setProxy(options, proxy, location) {