#### 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
protocol: parsedProxyUrl.protocol
          };
          if (parsedProxyUrl.auth) {
            var proxyUrlAuth = parsedProxyUrl.auth.split(':');
            proxy.auth = {
              username: proxyUrlAuth[0],
              password: proxyUrlAuth[1]
            };
          }
        }
      }
    }
    if (proxy) {
      options.headers.host = parsed.hostname + (parsed.port ? ':' + parsed.port : '');
      setProxy(options, proxy, protocol + '//' + parsed.hostname + (parsed.port ? ':' + parsed.port : '') + options.path);
    }
    var transport;
    var isHttpsProxy = isHttpsRequest && (proxy ? isHttps.test(proxy.protocol) : true);
    if (config.transport) {
      transport = config.transport;
    } else if (config.maxRedirects === 0) {
      transport = isHttpsProxy ? https : http;
    } else {
      if (config.maxRedirects) {
        options.maxRedirects = config.maxRedirects;
      }
      if (config.beforeRedirect) {
        options.beforeRedirect = config.beforeRedirect;
      }
      transport = isHttpsProxy ? httpsFollow : httpFollow;